funtimes: Functions for Time Series Analysis

Includes non-parametric estimators and tests for time series analysis. The functions are to test for presence of possibly non-monotonic trends and for synchronism of trends in multiple time series, using modern bootstrap techniques and robust non-parametric difference-based estimators.

Author
Vyacheslav Lyubchich; Yulia R. Gel; Xingyu Wang; Calvin Chu
Date of publication
2016-04-28 00:16:24
Maintainer
Vyacheslav Lyubchich <lyubchic@umces.edu>
License
GPL (>= 2)
Version
2.2

View on CRAN

Man pages

CExpandSlideCluster
Slide-level time series cluster expansion
CExpandWindowCluster
Window-level time series cluster expansion
CHomogeneity
Time series cluster homogeneity
CNeighbor
Neighborhood of time series
CSlideCluster
Slide-level time series clustering
CWindowCluster
Window-level time series clustering
HVK
HVK estimator
sync.test
Time series trend synchronism test
WAVK
WAVK statistic
wavk.test
WAVK trend test

Files in this package

funtimes
funtimes/NAMESPACE
funtimes/R
funtimes/R/HVK.R
funtimes/R/WAVK.R
funtimes/R/wavk.test.R
funtimes/R/CHomogeneity.R
funtimes/R/CExpandSlideCluster.R
funtimes/R/CWindowCluster.R
funtimes/R/CNeighbor.R
funtimes/R/CExpandWindowCluster.R
funtimes/R/sync.test.R
funtimes/R/CSlideCluster.R
funtimes/MD5
funtimes/DESCRIPTION
funtimes/man
funtimes/man/CExpandWindowCluster.Rd
funtimes/man/WAVK.Rd
funtimes/man/CWindowCluster.Rd
funtimes/man/CHomogeneity.Rd
funtimes/man/CExpandSlideCluster.Rd
funtimes/man/HVK.Rd
funtimes/man/CSlideCluster.Rd
funtimes/man/CNeighbor.Rd
funtimes/man/sync.test.Rd
funtimes/man/wavk.test.Rd