funtimes: Functions for Time Series Analysis

Nonparametric estimators and tests for time series analysis. The functions use bootstrap techniques and robust nonparametric difference-based estimators to test for the presence of possibly non-monotonic trends and for synchronicity of trends in multiple time series.

Package details

AuthorVyacheslav Lyubchich [aut, cre] (<>), Yulia R. Gel [aut], Alexander Brenning [ctb], Calvin Chu [ctb], Xin Huang [ctb], Umar Islambekov [ctb], Palina Niamkova [ctb], Dorcas Ofori-Boateng [ctb], Ethan D. Schaeffer [ctb], Srishti Vishwakarma [aut], Xingyu Wang [ctb]
MaintainerVyacheslav Lyubchich <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the funtimes package in your browser

Any scripts or data that you put into this service are public.

funtimes documentation built on March 31, 2023, 7:35 p.m.