Man pages for wwntests
Hypothesis Tests for Functional Time Series
| autocorrelation_coeff_h | 'autocorrelation_coeff_h' Computes the approximate functional... |
| autocorrelation_coeff_plot | Plot Confidence Bounds of Estimated Functional... |
| autocov_approx_h | Compute the approximate autocovariance at specified lag |
| bartlett_kernel | Bartlett Kernel Function |
| B_h_bound | Compute weak white noise confidence bound for autocorrelation... |
| B_iid_bound | Compute strong white noise confidence bound for... |
| block_bootsrap | 'block_bootstrap' Performs a block bootstrap on the... |
| brown_motion | 'brown_motion' Creates at J x N matrix, containing N... |
| center | Center functional data |
| covariance_diag_store | List storage of diagonal covariances. |
| covariance_i_j | Compute the approximate covariance tensor for lag windows... |
| covariance_i_j_vec | Compute the approximate covariance tensor for lag windows... |
| daniell_kernel | Daniell Kernel Function |
| diagonal_autocov_approx_0 | Compute the diagonal covariance |
| diagonal_covariance_i | Compute the approximate diagonal covariance matrix for lag... |
| far_1_S | 'far_1_S' Simulates an FAR(1,S)-fGARCH(1,1) process with N... |
| fgarch_1_1 | 'fgarch_1_1' Simulates an fGARCH(1,1) process with N... |
| fport_test | Compute Functional Hypothesis Tests |
| iid_covariance | Compute part of the covariance under a strong white noise... |
| iid_covariance_vec | Compute part of the covariance under a strong white noise... |
| independence_test | Independence Test |
| multi_lag_test | Multi-Lag Hypothesis Test |
| parzen_kernel | Parzen Kernel Function |
| Q_WS_hyp_test | Compute size alpha single-lag hypothesis test under weak or... |
| scalar_covariance_i_j | Compute the approximate covariance at a point for lag windows... |
| scalar_covariance_i_j_vec | Compute the approximate covariance at a point for lag windows... |
| single_lag_test | Single-Lag Hypothesis Test |
| spectral_test | Spectral Density Test |
