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.