API for HDTSA
High Dimensional Time Series Analysis Tools

Global functions
Autocov_xi_Y Source code
BandEstC Source code
CEst2C Source code
CP_MTS Man page Source code
CmpGammaC Source code
CmpHatSC Source code
CmpRhoC Source code
Coint Man page Source code
Complex2Real Source code
DGP.CP Man page Source code
EvalGammaJC Source code
EvalRhoMC Source code
Factors Man page
HDSReg Man page
LongCovEstC Source code
MartG_TestStatC Source code
MartG_bootc Source code
MartG_ftC Source code
MartG_test Man page
MatMult Source code
PCA_TS Man page Source code
SpecEstC Source code
SpecMulTest Man page Source code
SpecTest Man page Source code
TaperBartC Source code
TaperFlatC Source code
TaperQsC Source code
UR_test Man page Source code
Vec.tensor Source code
Vech2Mat_new Source code
WN_bootc Source code
WN_ftC Source code
WN_test Man page Source code
WN_teststatC Source code
bandwith Source code
chi.invmap Source code
chi.map Source code
colMax Source code
est.PQ Source code
est.UV.EVD Source code
est.UV.JAD Source code
est.Wf Source code
est.d.Wf Source code
est.d.Wf.nPQ Source code
est.d1d2.PQ Source code
est.xi Source code
etaC Source code
fnorm Source code
getGCD Source code
getGCDc Source code
l2s Source code
minor_P Source code
permutationFDR Source code
permutationMax Source code
print.coint Source code
print.factors Source code
print.hdtstest Source code
print.mtscp Source code
print.tspca Source code
print.urtest Source code
rho2.loss Source code
segmentTS Source code
sigmak Source code
thresh_C Source code
HDTSA documentation built on Sept. 11, 2024, 5:49 p.m.