funtimes-package: funtimes: Functions for Time Series Analysis

In funtimes: Functions for Time Series Analysis

funtimes: Functions for Time Series Analysis

Description

Advances in multiple aspects of time-series analysis are documented in this package. See available vignettes using
browseVignettes(package = "funtimes")

Tests for trends applicable to autocorrelated data, see
vignette("trendtests", package = "funtimes")
include bootstrapped versions of t-test and Mann–Kendall test \insertCiteNoguchi_etal_2011funtimes and bootstrapped version of WAVK test for possibly non-monotonic trends \insertCiteLyubchich_etal_2013_wavkfuntimes. The WAVK test is further applied in testing synchronicity of trends \insertCiteLyubchich_Gel_2016_synchronismfuntimes; see an implementation to climate data in \insertCiteLyubchich_2016_trends;textualfuntimes. With iterative testing, the synchronicity test is also applied for identifying clusters of multiple time series \insertCiteGhahari_etal_2017_MBDCEfuntimes.

Additional clustering methods are implemented using functions BICC \insertCiteSchaeffer_etal_2016_trustfuntimes and DR \insertCiteHuang_etal_2018_ridingfuntimes; function purity can be used to assess the accuracy of clustering if true classes are known.

Changepoint detection methods include modified CUSUM-based bootstrapped test \insertCiteLyubchich_etal_2020_changepointsfuntimes.

Additional functions include implementation of the Beale's ratio estimator, see
vignette("beales", package = "funtimes")
Nonparametric comparison of tails of distributions is implemented using small bins defined based on quantiles \insertCiteSoliman_etal_2015_insurancefuntimes or intervals in the units in which the data are recorded \insertCiteLyubchich_Gel_2017_insurancefuntimes.

For a list of currently deprecated functions, use ?'funtimes-deprecated'

For a list of defunct (removed) functions, use ?'funtimes-defunct'

Author(s)

Maintainer: Vyacheslav Lyubchich [e-mail] (ORCID)

Authors:

• Yulia R. Gel

• Srishti Vishwakarma

Other contributors:

• Alexander Brenning [contributor]

• Calvin Chu [contributor]

• Xin Huang [contributor]

• Umar Islambekov [contributor]

• Palina Niamkova [contributor]

• Dorcas Ofori-Boateng [contributor]

• Ethan D. Schaeffer [contributor]

• Xingyu Wang [contributor]

References

\insertAllCited

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