Files in simts
Time Series Analysis Tools

MD5
NEWS.md README.md
NAMESPACE
DESCRIPTION
LICENSE
R/RcppExports.R R/imu.r R/ACF.R R/ts.model.R R/portmanteau_tests.R R/fitsimts.R R/prediction_plot.R R/utilities.R R/model_selection.R R/diagnostic_plots.R R/data.R R/gmwm.r R/gts.R R/RW2dimension.R R/avns.R R/misc.R R/update.R R/iswhole.R R/lts.R R/simts_package.R
src/Makevars.win
src/Makevars
src/model_selection.cpp
src/guess_values.cpp
src/wv_filters.h
src/wave_variance.cpp
src/objective_functions.h
src/summary_inf_mod.cpp
src/covariance_matrix.cpp
src/RcppExports.cpp
src/analytical_matrix_derivatives.h
src/bootstrappers.cpp
src/inline_functions.h
src/rtoarmadillo.h
src/transform_data.cpp
src/complex_tools.h
src/read_imu.cpp
src/polyroot.h
src/sarma.cpp
src/ts_model_cpp.cpp
src/lm.h
src/arima_gmwm.cpp
src/lm.cpp
src/ts_checks.cpp
src/guess_values.h
src/gen_process.h
src/additional_moments.cpp
src/covariance_matrix.h
src/ts_model_cpp.h
src/rtoarmadillo.cpp
src/inference.h
src/armadillo_manipulations.cpp
src/dwt.h
src/robust_components.h
src/rtruncated_normal.h
src/process_to_wv.h
src/sampler.h
src/analytical_matrix_derivatives.cpp
src/dwt.cpp
src/ts_checks.h
src/idf_example.cpp
src/inference.cpp
src/bootstrappers.h
src/armadillo_manipulations.h
src/gmwm_logic.cpp
src/process_to_wv.cpp
src/sampler.cpp
src/sarma.h
src/complex_tools.cpp
src/gmwm_logic.h
src/objective_functions.cpp
src/robust_components.cpp
src/wv_filters.cpp
src/automatic_models.cpp
src/arima_gmwm.h
src/obj_mod.cpp
src/transform_data.h
src/gen_process.cpp
src/polyroot.cpp
src/additional_moments.h
src/wave_variance.h
src/rtruncated_normal.cpp
src/model_selection.h
inst/COPYRIGHTS
inst/doc/vignettes.R
inst/doc/vignettes.html
inst/doc/vignettes.Rmd
build/vignette.rds
build/partial.rdb
vignettes/biblio.bib
vignettes/vignettes.Rmd
data/savingrt.rda
data/australia.RData
data/hydro.rda
man/print.fitsimts.Rd man/value.Rd man/gen_dr.Rd man/best_model.Rd man/obj_extract.Rd man/RW.Rd man/update_obj.Rd man/check.Rd man/gen_ar1blocks.Rd man/gen_sarima.Rd man/arma_to_wv.Rd man/diag_plot.Rd man/quantile_cpp.Rd man/imu_time.Rd man/optimism_bootstrapper.Rd man/deriv_ma1.Rd man/mb16_filter.Rd man/D_matrix.Rd man/predict.gmwm.Rd man/Ma_cpp_vec.Rd man/gen_ma1.Rd man/evaluate.Rd man/gen_arima.Rd man/fk14_filter.Rd man/jacobian_arma.Rd man/arma_adapter.Rd man/wave_variance.Rd man/gen_gts.Rd man/plot.gmwm.Rd man/plot.simtsACF.Rd man/deriv_wn.Rd man/MA1.Rd man/modwt_cpp.Rd man/deriv_2nd_ma1.Rd man/lm_arma.Rd man/simple_diag_plot.Rd man/fast_cov_cpp.Rd man/gen_generic_sarima.Rd man/gen_sin.Rd man/estimate.Rd man/calculate_psi_matrix.Rd man/m2_drift.Rd man/plus-.ts.model.Rd man/AR.Rd man/diff_cpp.Rd man/d8_filter.Rd man/AR1.Rd man/ma1_to_wv.Rd man/gen_qn.Rd man/gof_test.Rd man/DR.Rd man/la20_filter.Rd man/is.whole.Rd man/diag_boxpierce.Rd man/model_theta.Rd man/comb.Rd man/fk22_filter.Rd man/logit_inv.Rd man/simts-package.Rd man/gmwm_param_bootstrapper.Rd man/wn_to_wv.Rd man/gen_lts_cpp.Rd man/rfilter.Rd man/gen_bi.Rd man/num_rep.Rd man/arma11_to_wv.Rd man/MAPE.Rd man/order_AR1s.Rd man/fk4_filter.Rd man/SARIMA.Rd man/logit.Rd man/lts.Rd man/MA.Rd man/decomp_theoretical_wv.Rd man/print_data.Rd man/deriv_rw.Rd man/mean_diff.Rd man/code_zero.Rd man/d16_filter.Rd man/resid_plot.Rd man/gmwm.Rd man/la16_filter.Rd man/arma_to_wv_app.Rd man/deriv_2nd_dr.Rd man/minroot.Rd man/la8_filter.Rd man/is_func.Rd man/cfilter.Rd man/untransform_values.Rd man/logit2.Rd man/ar1_to_wv.Rd man/bl14_filter.Rd man/gmwm_sd_bootstrapper.Rd man/wvar_cpp.Rd man/Mod_cpp.Rd man/make_frame.Rd man/build_model_set.Rd man/ar1_to_gm.Rd man/getObjFun.Rd man/gen_model.Rd man/compute_cov_cpp.Rd man/sarma_expand.Rd man/simplified_print_SARIMA.Rd man/gen_matern.Rd man/e_drift.Rd man/predict.fitsimts.Rd man/gen_lts.Rd man/gen_fgn.Rd man/ARMA.Rd man/brick_wall.Rd man/seq_cpp.Rd man/dot-acf.Rd man/auto_imu_cpp.Rd man/qn_to_wv.Rd man/plot.PACF.Rd man/dft_acf.Rd man/read.imu.Rd man/find_full_model.Rd man/gen_powerlaw.Rd man/lm_dr.Rd man/custom_legend.Rd man/derivative_first_matrix.Rd man/ar1_draw.Rd man/transform_values.Rd man/sarma_params_construct.Rd man/Ma_cpp.Rd man/cov_bootstrapper.Rd man/pseudo_logit_inv.Rd man/gen_nswn.Rd man/deriv_ar1.Rd man/sarma_components.Rd man/gen_rw.Rd man/gmwm_master_cpp.Rd man/Rcpp_ARIMA.Rd man/idf_arma_total.Rd man/mb4_filter.Rd man/np_boot_sd_med.Rd man/dwt_cpp.Rd man/read_imu.Rd man/australia.Rd man/PLP.Rd man/d6_filter.Rd man/print.summary.gmwm.Rd man/rgmwm.Rd man/bootstrap_gof_test.Rd man/rev_col_subset.Rd man/deriv_2nd_ar1.Rd man/gen_sarma.Rd man/logit2_inv.Rd man/gm_conv.Rd man/B_matrix.Rd man/plot.gts.Rd man/set_seed.Rd man/theo_acf.Rd man/update.gmwm.Rd man/do_polyroot_arma.Rd man/select.Rd man/scales_cpp.Rd man/GM.Rd man/WN.Rd man/gm_to_ar1.Rd man/gen_arma11.Rd man/reverse_vec.Rd man/gmwm_engine.Rd man/format_ci.Rd man/ci_wave_variance.Rd man/gts_time.Rd man/theo_pacf.Rd man/gmwm_update_cpp.Rd man/mb8_filter.Rd man/rw_to_wv.Rd man/rev_row_subset.Rd man/invert_check.Rd man/vector_to_set.Rd man/diag_portmanteau_.Rd man/all_bootstrapper.Rd man/sub-.imu.Rd man/FGN.Rd man/fk6_filter.Rd man/bl20_filter.Rd man/pseudo_logit.Rd man/print.gmwm.Rd man/summary.gmwm.Rd man/haar_filter.Rd man/deriv_dr.Rd man/guess_initial.Rd man/imu.Rd man/unitConversion.Rd man/hydro.Rd man/idf_arma.Rd man/desc.to.ts.model.Rd man/get_summary.Rd man/rtruncated_normal.Rd man/QN.Rd man/create_imu.Rd man/times-.ts.model.Rd man/ci_eta3_robust.Rd man/SARMA.Rd man/gen_arma.Rd man/select_filter.Rd man/decomp_to_theo_wv.Rd man/modwt_wvar_cpp.Rd man/sort_mat.Rd man/print.ts.model.Rd man/auto_corr.Rd man/diag_ljungbox.Rd man/arma_draws.Rd man/mb24_filter.Rd man/model_score.Rd man/gen_ar1.Rd man/corr_analysis.Rd man/ARMA11.Rd man/sum_field_vec.Rd man/w4_filter.Rd man/gen_wn.Rd man/boot_pval_gof.Rd man/has.Rd man/deriv_qn.Rd man/guess_initial_old.Rd man/update.lts.Rd man/orderModel.Rd man/gen_mean.Rd man/ARMAacf_cpp.Rd man/select_arima.Rd man/diff_inv.Rd man/summary.fitsimts.Rd man/sarma_calculate_spadding.Rd man/sarma_expand_unguided.Rd man/MAT.Rd man/getObjFunStarting.Rd man/gts.Rd man/d4_filter.Rd man/gmwm_imu.Rd man/ARIMA.Rd man/SIN.Rd man/AIC.fitsimts.Rd man/field_to_matrix.Rd man/model_objdesc.Rd man/seq_len_cpp.Rd man/plot_pred.Rd man/opt_n_gof_bootstrapper.Rd man/fk8_filter.Rd man/qmf.Rd man/M.Rd man/savingrt.Rd man/batch_modwt_wvar_cpp.Rd man/plot.lts.Rd man/count_models.Rd man/deriv_2nd_arma11.Rd man/RW2dimension.Rd man/do_polyroot_cpp.Rd man/acf_sum.Rd man/model_process_desc.Rd man/theoretical_wv.Rd man/deriv_arma11.Rd man/ARMAtoMA_cpp.Rd man/dr_to_wv.Rd man/compare_acf.Rd man/ci_eta3.Rd man/rank_models_cpp.Rd man/theta_ci.Rd man/var_drift.Rd
man/figures/logo.png
simts documentation built on Aug. 31, 2023, 5:07 p.m.