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 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]

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ts

title

Perform a bootstrapped distribution check

description

The measurement vector will be bootstrapped and statistical parameters will be determined.

Function qat_analyse_boot_distribution_2d [qat v0.74]

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ts

title

Perform a bootstrapped distribution check

description

The measurement vector will be bootstrapped and statistical parameters will be determined.

Function qat_analyse_histogram_test_emd_1d [qat v0.74]

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ts

title

Perform a histogram test with the metric EMD

description

This check divides the data into blocks, estimates their probability density functions by histograms and compares them by using the Earth Movers Distance.

Function qat_analyse_histogram_test_jsd_2d [qat v0.74]

keywords

ts

title

Perform a histogram test with the metric JSD

description

This check divides the data into blocks, estimates their probability density functions by histograms and compares them by using the Jenson-Shannon Divergence.

Function qat_analyse_histogram_test_kld_1d [qat v0.74]

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ts

title

Perform a histogram test with the metric KLD

description

This check divides the data into blocks, estimates their probability density functions by histograms and compares them by using the Kullback-Leibler Divergence.

Function qat_analyse_distribution_2d [qat v0.74]

keywords

ts

title

Perform a distribution check

description

This check makes a histogram and gives back some statistical parameters of the given measurement vector.

Function qat_analyse_histogram_test_2d [qat v0.74]

keywords

ts

title

Perform a histogram test with a given metric

description

This check divides the data into blocks, estimates their probability density functions by histograms and compares them by using a given metric.