far: Modelization for Functional AutoRegressive Processes

Share:

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

Author
Damon Julien <julien.damon@gmail.com> Guillas Serge
Date of publication
2015-07-20 22:40:02
Maintainer
Damon Julien <julien.damon@gmail.com>
License
LGPL-2.1
Version
0.6-5
URLs

View on CRAN

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

Files in this package

far
far/TODO
far/src
far/src/far.c
far/NAMESPACE
far/NEWS
far/R
far/R/invgen.R
far/R/fdata.R
far/R/orthonormalization.R
far/R/simul.R
far/R/far.R
far/R/kerfon.R
far/R/zzz.R
far/README.md
far/MD5
far/DESCRIPTION
far/man
far/man/orthonormalization.Rd
far/man/simul.far.sde.Rd
far/man/invgen.Rd
far/man/predict.kerfon.Rd
far/man/interpol.matrix.Rd
far/man/date.fdata.Rd
far/man/far.cv.Rd
far/man/is.na.fdata.Rd
far/man/pred.persist.Rd
far/man/multplot.Rd
far/man/base.simul.far.Rd
far/man/fapply.Rd
far/man/simul.far.Rd
far/man/simul.wiener.Rd
far/man/simul.farx.Rd
far/man/BaseK2BaseC.Rd
far/man/maxfdata.Rd
far/man/coef.far.Rd
far/man/plot.fdata.Rd
far/man/fdata.Rd
far/man/far.Rd
far/man/kerfon.Rd
far/man/select.fdata.Rd
far/man/predict.far.Rd
far/man/simul.far.wiener.Rd