far: Modelization for Functional AutoRegressive Processes
Version 0.6-5

Modelizations and previsions functions for Functional AutoRegressive processes using nonparametric methods: functional kernel, estimation of the covariance operator in a subspace, ...

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AuthorDamon Julien <julien.damon@gmail.com> Guillas Serge
Date of publication2015-07-20 22:40:02
MaintainerDamon Julien <julien.damon@gmail.com>
LicenseLGPL-2.1
Version0.6-5
URL https://github.com/Looping027/far
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("far")

Man pages

BaseK2BaseC: Changing Basis
base.simul.far: Creating functional basis
coef.far: Extract Model Coefficients
date.fdata: Extract the date of fdata
fapply: Apply functions over a fdata object
far: FARX(1) model estimation
far.cv: Cross Validation for FARX(1) model
fdata: Functional Data class
interpol.matrix: Interpolation matrix
invgen: Generalized inverse of a Matrix
is.na.fdata: Not Available / "Missing" Values
kerfon: Functional Kernel estimation
maxfdata: Maxima of functional data
multplot: Multivariate plots
orthonormalization: Orthonormalization of a set of a matrix
plot.fdata: Plot Functional Data
predict.far: Forecasting of FARX(1) model
predict.kerfon: Forecasting of functional kernel model
pred.persist: Forecasting using functional persistence
select.fdata: Subscript of fdata
simul.far: FAR(1) process simulation
simul.far.sde: FAR-SDE process simulation
simul.far.wiener: FAR(1) process simulation with Wiener noise
simul.farx: FARX(1) process simulation
simul.wiener: Wiener process simulation

Functions

BaseK2BaseC Man page Source code
as.fdata Man page Source code
as.fdata.array Man page Source code
as.fdata.default Man page Source code
as.fdata.list Man page Source code
as.fdata.matrix Man page Source code
base.simul.far Man page Source code
coef.far Man page Source code
date.fdata Man page Source code
fapply Man page Source code
far Man page Source code
far.cv Man page Source code
fdata Man page
interpol.matrix Man page Source code
invgen Man page Source code
is.na.fdata Man page Source code
kerfon Man page Source code
maxfdata Man page Source code
multplot Man page Source code
multplot.default Man page Source code
multplot.fdata Man page Source code
orthonormalization Man page Source code
plot.far Man page Source code
plot.fdata Man page Source code
pred.persist Man page Source code
predict.far Man page Source code
predict.kerfon Man page Source code
print.far Man page Source code
print.fdata Man page Source code
print.kerfon Man page Source code
print.summary.fdata Man page Source code
select.fdata Man page Source code
simul.far Man page Source code
simul.far.sde Man page Source code
simul.far.wiener Man page Source code
simul.farx Man page Source code
simul.wiener Man page Source code
summary.fdata Man page Source code
theoretical.coef Man page Source code

Files

TODO
src
src/far.c
NAMESPACE
NEWS
R
R/invgen.R
R/fdata.R
R/orthonormalization.R
R/simul.R
R/far.R
R/kerfon.R
R/zzz.R
README.md
MD5
DESCRIPTION
man
man/orthonormalization.Rd
man/simul.far.sde.Rd
man/invgen.Rd
man/predict.kerfon.Rd
man/interpol.matrix.Rd
man/date.fdata.Rd
man/far.cv.Rd
man/is.na.fdata.Rd
man/pred.persist.Rd
man/multplot.Rd
man/base.simul.far.Rd
man/fapply.Rd
man/simul.far.Rd
man/simul.wiener.Rd
man/simul.farx.Rd
man/BaseK2BaseC.Rd
man/maxfdata.Rd
man/coef.far.Rd
man/plot.fdata.Rd
man/fdata.Rd
man/far.Rd
man/kerfon.Rd
man/select.fdata.Rd
man/predict.far.Rd
man/simul.far.wiener.Rd
far documentation built on May 19, 2017, 10:35 p.m.