timsac: Time Series Analysis and Control Package
Version 1.3.5

Functions for statistical analysis, prediction and control of time series.

Browse man pages Browse package API and functions Browse package files

AuthorThe Institute of Statistical Mathematics
Date of publication2016-09-25 08:05:31
MaintainerMasami Saga <msaga@mtb.biglobe.ne.jp>
LicenseGPL (>= 2)
Version1.3.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("timsac")

Man pages

Airpollution: Airpollution Data
Amerikamaru: Amerikamaru Data
armafit: ARMA Model Fitting
auspec: Power Spectrum
autcor: Autocorrelation
autoarmafit: Automatic ARMA Model Fitting
baysea: Bayesian Seasonal Adjustment Procedure
bispec: Bispectrum
bispecData: Univariate Test Data
blocar: Bayesian Method of Locally Stationary AR Model Fitting;...
blomar: Bayesian Method of Locally Stationary Multivariate AR Model...
Blsallfood: Blsallfood data
bsubst: Bayesian Type All Subset Analysis
Canadianlynx: Time series of Canadian lynx data
canarm: Canonical Correlation Analysis of Scalar Time Series
canoca: Canonical Correlation Analysis of Vector Time Series
covgen: Covariance Generation
decomp: Time Series Decomposition (Seasonal Adjustment) by...
exsar: Exact Maximum Likelihood Method of Scalar AR Model Fitting
fftcor: Auto And/Or Cross Correlations via FFT
fpeaut: FPE Auto
fpec: AR model Fitting for Control
LaborData: Labor force Data
locarData: Non-stationary Test Data
markov: Maximum Likelihood Computation of Markovian Model
mfilter: Linear Filtering on a Multivariate Time Series
mlocar: Minimum AIC Method of Locally Stationary AR Model Fitting;...
mlomar: Minimum AIC Method of Locally Stationary Multivariate AR...
mulbar: Multivariate Bayesian Method of AR Model Fitting
mulcor: Multiple Correlation
mulfrf: Frequency Response Function (Multiple Channel)
mulmar: Multivariate Case of Minimum AIC Method of AR Model Fitting
mulnos: Relative Power Contribution
mulrsp: Multiple Rational Spectrum
mulspe: Multiple Spectrum
nonst: Non-stationary Power Spectrum Analysis
nonstData: Non-stationary Test Data
optdes: Optimal Controller Design
optsim: Optimal Control Simulation
perars: Periodic Autoregression for a Scalar Time Series
Powerplant: Power Plant Data
prdctr: Prediction Program
raspec: Rational Spectrum
sglfre: Frequency Response Function (Single Channel)
simcon: Optimal Controller Design and Simulation
thirmo: Third Order Moments
timsac-package: Time Series Analysis and Control Program Package
unibar: Univariate Bayesian Method of AR Model Fitting
unimar: Univariate Case of Minimum AIC Method of AR Model Fitting
wnoise: White Noise Generator
xsarma: Exact Maximum Likelihood Method of Scalar ARMA Model Fitting

Functions

Airpollution Man page
Amerikamaru Man page
Blsallfood Man page
Canadianlynx Man page
LaborData Man page
Powerplant Man page
armafit Man page Source code
auspec Man page Source code
autcor Man page Source code
autoarmafit Man page Source code
baysea Man page Source code
bispec Man page Source code
bispecData Man page
blocar Man page Source code
blomar Man page Source code
bsubst Man page Source code
canarm Man page Source code
canoca Man page Source code
covgen Man page Source code
decomp Man page Source code
exsar Man page Source code
fftcor Man page Source code
fpeaut Man page Source code
fpec Man page Source code
locarData Man page
markov Man page Source code
mfilter Man page Source code
mlocar Man page Source code
mlomar Man page Source code
mulbar Man page Source code
mulcor Man page Source code
mulfrf Man page Source code
mulmar Man page Source code
mulnos Man page Source code
mulrsp Man page Source code
mulspe Man page Source code
nonst Man page Source code
nonstData Man page
optdes Man page Source code
optsim Man page Source code
perars Man page Source code
plot.baysea Source code
plot.mulspec Source code
prdctr Man page Source code
print.autoarmafit Man page Source code
print.blocar Source code
print.blomar Man page Source code
print.fpec Man page Source code
print.mlocar Source code
print.mlomar Man page Source code
print.mulcor Man page Source code
print.mulspe Source code
print.nonst Source code
print.perars Man page Source code
print.prdctr Man page Source code
ptint.mulspe Man page
raspec Man page Source code
sglfre Man page Source code
simcon Man page Source code
spec.baysea Source code
thirmo Man page Source code
timsac Man page
timsac-package Man page
unibar Man page Source code
unimar Man page Source code
wnoise Man page Source code
xsarma Man page Source code

Files

inst
inst/AUTHORS
inst/doc
inst/doc/timsac-guide_j.pdf
inst/doc/timsac-guide_e.pdf
inst/doc/changes.txt
src
src/mlocarf.f
src/mlomarf.f
src/unimar.c
src/optsimf.f
src/decomp6f.f
src/wnoisef.f
src/mulcor.c
src/fpec.c
src/blomar.c
src/markov.c
src/mulmar.c
src/autcorf.f
src/bispec.c
src/fpecf.f
src/mulmarf.f
src/prdctr.c
src/mulcorf.f
src/mulnosf.f
src/optdes.c
src/timsac_f.h
src/covgen.c
src/blocarf.f
src/canoca.c
src/autcor.c
src/mulfref.f
src/canocaf.f
src/perars.c
src/wnoise.c
src/blomarf.f
src/mulspe.c
src/fftcorf.f
src/mulbarf.f
src/optsim.c
src/auspecf.f
src/raspec.c
src/unibarf.f
src/simconf.f
src/timsac.h
src/mlomar.c
src/mulnos.c
src/exsarf.f
src/fpeaut.c
src/bsubstf.f
src/xsarmaf.f
src/canarmf.f
src/bsubst.c
src/mlocar.c
src/decomp6.c
src/raspecf.f
src/autarmf.f
src/nonst.c
src/prdctrf.f
src/canarm.c
src/mulfre.c
src/auspec.c
src/bayseaf.f
src/thirmof.f
src/mulbar.c
src/autarm.c
src/mulrsp.c
src/sglfref.f
src/simcon.c
src/nonstf.f
src/xsarma.c
src/perarsf.f
src/mulrspf.f
src/covgenf.f
src/unimarf.f
src/markovf.f
src/blocar.c
src/fpeautf.f
src/spgrhf.f
src/exsar.c
src/baysea.c
src/sglfre.c
src/spgrh.c
src/optdesf.f
src/comsub.f
src/fftcor.c
src/unibar.c
src/thirmo.c
src/bispecf.f
src/mulspef.f
NAMESPACE
data
data/locarData.rda
data/Blsallfood.rda
data/nonstData.rda
data/LaborData.rda
data/Canadianlynx.rda
data/Amerikamaru.rda
data/bispecData.rda
data/Powerplant.rda
data/Airpollution.rda
R
R/timsac.R
MD5
DESCRIPTION
man
man/exsar.Rd
man/LaborData.Rd
man/nonstData.Rd
man/bsubst.Rd
man/bispec.Rd
man/Powerplant.Rd
man/unimar.Rd
man/canarm.Rd
man/canoca.Rd
man/mulfrf.Rd
man/fftcor.Rd
man/mulnos.Rd
man/autoarmafit.Rd
man/nonst.Rd
man/mulmar.Rd
man/unibar.Rd
man/blocar.Rd
man/mlomar.Rd
man/baysea.Rd
man/armafit.Rd
man/auspec.Rd
man/thirmo.Rd
man/simcon.Rd
man/mlocar.Rd
man/Blsallfood.Rd
man/decomp.Rd
man/optdes.Rd
man/mulcor.Rd
man/mulrsp.Rd
man/prdctr.Rd
man/Airpollution.Rd
man/locarData.Rd
man/autcor.Rd
man/mfilter.Rd
man/mulbar.Rd
man/sglfre.Rd
man/fpeaut.Rd
man/markov.Rd
man/raspec.Rd
man/xsarma.Rd
man/perars.Rd
man/blomar.Rd
man/Amerikamaru.Rd
man/Canadianlynx.Rd
man/optsim.Rd
man/mulspe.Rd
man/timsac-package.Rd
man/bispecData.Rd
man/covgen.Rd
man/fpec.Rd
man/wnoise.Rd
timsac documentation built on May 19, 2017, 6:39 p.m.