ftsspec: Spectral Density Estimation and Comparison for Functional Time Series

Functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.

Author
Shahin Tavakoli [aut, cre]
Date of publication
2015-09-08 13:13:41
Maintainer
Shahin Tavakoli <s.tavakoli@statslab.cam.ac.uk>
License
GPL-2
Version
1.0.0

View on CRAN

Man pages

Epanechnikov_kernel
The Epanechnikov weight function, with support in [-1,1]
ftsspec
ftsspec: collection of functions for estimating spectral...
Generate_filterMA
Generate the Filter of a multivariate MA process
Get_noise_sd
Get the square root of the covariance matrix associated to a...
lines.SampleSpecDiffFreq
Plotting function for 'SampleSpecDiffFreq' class
Marginal_basis_pval
Compute the marginal p-values at each basis coefficients of...
plot.SampleSpec
Plotting method for object inheriting from class 'SampleSpec'
plot.SampleSpecDiffFreq
Plotting function for 'SampleSpecDiffFreq' class
plot.SampleSpecDiffFreqCurvelength
Plotting method for class 'SampleSpecDiffFreqCurvelength'
plot.SpecMA
Plotting method for object inheriting from class 'SpecMA'
print.SampleSpecDiffFreqCurvelength
Printing method for class 'SampleSpecDiffFreqCurvelength'
PvalAdjust
Generic function to adjust pvalues
Simulate_new_MA
Simulate a new Moving Average (MA) vector time series and...
Spec
Compute Spectral Density of Functional Time Series
Spec_compare_fixed_freq
Test if two spectral density operators at some fixed...
Spec_compare_localize_freq
Compare the spectral density operator of two Functional Time...
Spec_compare_localize_freq_curvelength
Compare the spectral density operator of two Functional Time...
SpecMA
'Spectral density operator of a MA vector process' Object

Files in this package

ftsspec
ftsspec/NAMESPACE
ftsspec/R
ftsspec/R/functional-spectral-density.R
ftsspec/R/ftsspec.R
ftsspec/MD5
ftsspec/DESCRIPTION
ftsspec/man
ftsspec/man/print.SampleSpecDiffFreqCurvelength.Rd
ftsspec/man/Spec_compare_localize_freq_curvelength.Rd
ftsspec/man/PvalAdjust.Rd
ftsspec/man/Marginal_basis_pval.Rd
ftsspec/man/SpecMA.Rd
ftsspec/man/plot.SampleSpecDiffFreqCurvelength.Rd
ftsspec/man/Epanechnikov_kernel.Rd
ftsspec/man/Generate_filterMA.Rd
ftsspec/man/Simulate_new_MA.Rd
ftsspec/man/plot.SpecMA.Rd
ftsspec/man/ftsspec.Rd
ftsspec/man/Spec_compare_fixed_freq.Rd
ftsspec/man/plot.SampleSpecDiffFreq.Rd
ftsspec/man/Get_noise_sd.Rd
ftsspec/man/Spec.Rd
ftsspec/man/plot.SampleSpec.Rd
ftsspec/man/lines.SampleSpecDiffFreq.Rd
ftsspec/man/Spec_compare_localize_freq.Rd