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Showing results 1 to 10 of 1,549.


Function ADCF [dCovTS v1.1]
keywords
ts
title
Auto-Distance Correlation Function
description
Computes the auto-distance correlation function of a univariate time series. It also computes the bias-corrected estimator of (squared) auto-distance correlation.
Function spec.ls [cts v1.0-21]
keywords
ts
title
Estimate Spectral Density of an Irregularly Sampled Time Series by a Smoothed
description
The most commonly used method of computing the spectrum on unevenly spaced time series is periodogram analysis, see Lomb (1975) and Scargle (1982). The Lomb-Scargle method for unevenly spaced data is known to be a powerful tool to find, and test significance of, weak perriodic signals. The Lomb-Scargle periodogram possesses the same statistical properties of standard power spectra.
Function car [cts v1.0-21]
keywords
ts
title
Fit Continuous Time AR Models to Irregularly Sampled Time Series
description
Fit a continuous AR model to an irregularly sampled univariate time series with the Kalman filter
Function kalsmoComp [cts v1.0-21]
keywords
ts
title
Estimate Componenents with the Kalman Smoother
description
Estimate unobserved components with the Kalman smoother to a fitted CAR model.
Function factab [cts v1.0-21]
keywords
ts
title
Calculate Characteristic Roots and System Frequency
description
Calculate characteristic roots and system frequency from the estimated reparameterized coefficients of CAR fits.
Function is.fts [ftsa v4.8]
keywords
ts
title
Test for functional time series
description
Tests whether an object is of class fts.
Function diff.fts [ftsa v4.8]
keywords
ts
title
Differences of a functional time series
description
Computes differences of a fts object at each variable.
Function qat_analyse_block_distribution_1d [qat v0.74]
keywords
ts
title
Perform a block distribution check
description
The measurement vector will be splitted into blocks, and on every block some statistical parameters will be calculated.
Function qat_analyse_block_distribution_2d [qat v0.74]
keywords
ts
title
Perform a block distribution check
description
The measurement vector will be splitted into blocks in the direction of the first dimension. After this on every block some statistical parameters will be calculated.
Function qat_analyse_boot_distribution_1d [qat v0.74]
keywords
ts
title
Perform a bootstrapped distribution check
description
The measurement vector will be bootstrapped and statistical parameters will be determined.