API for HDTSA
High Dimensional Time Series Analysis Tools
| Global functions | |
|---|---|
| Autocov_xi_Y | Source code |
| Autocov_xi_Y_nothres | Source code |
| BandEstC | Source code |
| BeijingAir | Man page |
| CEst2C | Source code |
| CEst3C | Source code |
| CP.iter.DPI.xi | Source code |
| CP_Inference | Man page Source code |
| CP_MTS | Man page Source code |
| CP_TTS | Man page Source code |
| ChooseLn | Source code |
| CmpGammaC | Source code |
| CmpHatSC | Source code |
| CmpRhoC | Source code |
| Coint | Man page Source code |
| Complex2Real | Source code |
| Complex2Real4DPI | Source code |
| DGP.CP | Man page Source code |
| DGP.TCP | Source code |
| EvalGammaJC | Source code |
| EvalRhoMC | Source code |
| Factors | Man page |
| FamaFrench | Man page |
| Forecast | Source code |
| HDSReg | Man page Source code |
| HDTSA | Man page |
| HDTSA-package | Man page |
| HDTTS.CP.est | Source code |
| IPindices | Man page |
| LongCovEstC | Source code |
| MartG_TestStatC | Source code |
| MartG_bootc | Source code |
| MartG_ftC | Source code |
| MartG_test | Man page |
| Mat.tensor | Source code |
| MatMult | Source code |
| PCA_TS | Man page Source code |
| QWIdata | Man page |
| RP.xi.sel | Source code |
| Sigma_Ycheck | Source code |
| SpecEstC | Source code |
| SpecMulTest | Man page Source code |
| SpecTest | Man page Source code |
| TaperBartC | Source code |
| TaperFlatC | Source code |
| TaperQsC | Source code |
| TestStarC | Source code |
| TestStatC | Source code |
| Threshold.Tensor | 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 |
| adjust_sign | Source code |
| aij.debias.iter | Source code |
| bandwith | Source code |
| base_extract | Source code |
| cov.aij.debias.iter | Source code |
| cov.aij.debias.iter.est | Source code |
| cov.aij.debias.iter.longrun.est | Source code |
| cp_residuals_general | 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 |
| generate_tensor_ar1_indep | Source code |
| l2s | Source code |
| make_first_row_positive | Source code |
| minor_P | Source code |
| permutationFDR | Source code |
| permutationMax | Source code |
| predict.factors | Man page Source code |
| predict.mtscp | Man page Source code |
| predict.tspca | Man page 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 |
| randortho | Source code |
| resampling | Source code |
| rho2.f.loss | Source code |
| rho2.loss | Source code |
| rho2.loss.list | Source code |
| segmentTS | Source code |
| sigmak | Source code |
| svd_inverse | Source code |
| tensor.Autocov_xi_Y | Source code |
| tensor.est.xi | Source code |
| thresh_C | Source code |
| vecpsi.loss | Source code |
| vecpsi.loss.list | Source code |
