nlts: (non)linear time series analysis

R functions for (non)linear time series analysis. A core topic is order estimation through cross-validation.

Author
Ottar N. Bjornstad <onb1@psu.edu>
Date of publication
2013-06-03 23:18:38
Maintainer
Ottar N. Bjornstad <onb1@psu.edu>
License
GPL
Version
0.2-0
URLs

View on CRAN

Man pages

add.test
The Lagrange multiplier test for additivity in a timeseries
contingency.periodogram
The contingency periodogram for periodicity in categorical...
lin.order.cls
The order of a time series using cross-validation of the...
lin.test
A Tukey one-degree-of-freedom test for linearity in time...
ll.order
Consistent nonlinear estimate of the order using local...
lpx
Utility function
mkx
Utility function
plodia
Time series of Meal Moth abundance
plot.contingency.periodogram
Plots contingency periodograms
plot.lin.order
Plots linear cross-validation for time-series order
plot.ll.order
Plots nonparametric cross-validation for time-series order
plot.lomb
Plots Lomb periodograms
plot.ppll
Ploting function for prediction profile objects
plot.specar.ci
Plots ar-spectra with CI's
portman.Q
The Ljung-Box test for whiteness in a time series.
prediction.profile.ll
Nonlinear forecasting at verying lags using local polynomial...
predict.ll.order
Predicted values from ll.order.
print.ll.order
Prints nonparametric cross-validation for time-series order
specar.ci
Confidence interval for the ar-spectrum and the dominant...
spec.lomb
The funcion to estimate the Lomb periodogram for unevenly...
summary.lin.order
Summarize linear cross-validation for time-series order
summary.ll.order
Summarize nonparametric cross-validation for time-series...
summary.lomb
Summarizes Lomb periodograms
summary.specar.ci
Summarizes ar-spectra with CI's

Files in this package

nlts
nlts/TODO
nlts/NAMESPACE
nlts/data
nlts/data/plodia.rda
nlts/R
nlts/R/nlts.R
nlts/MD5
nlts/DESCRIPTION
nlts/man
nlts/man/plot.ppll.Rd
nlts/man/plot.contingency.periodogram.Rd
nlts/man/plot.lomb.Rd
nlts/man/lin.order.cls.Rd
nlts/man/mkx.Rd
nlts/man/lin.test.Rd
nlts/man/ll.order.Rd
nlts/man/lpx.Rd
nlts/man/predict.ll.order.Rd
nlts/man/summary.specar.ci.Rd
nlts/man/portman.Q.Rd
nlts/man/specar.ci.Rd
nlts/man/plot.ll.order.Rd
nlts/man/plodia.Rd
nlts/man/prediction.profile.ll.Rd
nlts/man/plot.lin.order.Rd
nlts/man/summary.ll.order.Rd
nlts/man/plot.specar.ci.Rd
nlts/man/spec.lomb.Rd
nlts/man/summary.lomb.Rd
nlts/man/contingency.periodogram.Rd
nlts/man/print.ll.order.Rd
nlts/man/summary.lin.order.Rd
nlts/man/add.test.Rd
nlts/CHANGES