Man pages for ConvFuncTimeSeries/test_t
Nonlinear time series analysis

ACMxEstimation of Autoregressive Condtional Mean Models
backTARBacktest for Univariate TAR Models
backtestBacktest
clutterKFKalman Filter for Tracking in Clutter
cvlmCheck linear models with cross validation
est_cfarEstimation of a CFAR Process
est_cfarhEstimation of a CFAR Process with Heteroscedasticity and...
F.testF Test for Nonlinearity
F_test_cfarF Test for a CFAR Process
F_test_cfarhF Test for a CFAR Process with Heteroscedasticity and...
g_cfarGenerate a CFAR Process
g_cfar1Generate a CFAR(1) Process
g_cfar2Generate a CFAR(2) Process
g_cfar2hGenerate a CFAR(2) Process with Heteroscedasticity and...
hfDummyCreate Dummy Variables for High-Frequency Intraday...
MKF.Full.RBFull Information Propagation Step under Mixture Kalman Filter
MKFstep.fadingOne Propagation Step under Mixture Kalman Filter for Fading...
MSM.fitFitting Univariate Autoregressive Markov Switching Models
MSM.simGenerate Univeraite 2-regime Markov Switching Models
mTAREstimation of a Multivariate Two-Regime SETAR Model
mTAR.estEstimation of Multivariate TAR Models
mTAR.predPrediction of A Fitted Multivariate TAR Model
mTAR.simGenerate Two-Regime (VAR) Models
NNsettingSetting Up The Predictor Matrix in A Neural Network for Time...
p_cfarPrediction of CFAR Processes
p_cfar_partPartial Curve Prediction of CFAR Processes
PRndND Test
rankQRank-Based Portmanteau Tests
rcAREstimating of Random-Coefficient AR Models
ref.mTARRefine A Fitted 2-Regime Multivariate TAR Model
simPassiveSonarSimulate A Sample Trajectory
simu_fadingSimulate Signals from A System with Rayleigh Flat-Fading...
simuTargetClutterSimulate A Moving Target in Clutter
SISstep.fadingSequential Importance Sampling Step for Fading Channels
SMCGeneric Sequential Monte Carlo Method
SMC.FullGeneric Sequential Monte Carlo Using Full Information...
SMC.Full.RBGeneric Sequential Monte Carlo Using Full Information...
SMC.SmoothGeneric Sequential Monte Carlo Smoothing with Marginal...
Sstep.ClutterSequential Monte Carlo for A Moving Target under Clutter...
Sstep.Clutter.FullSequential Importance Sampling under Clutter Environment
Sstep.Clutter.Full.RBSequential Importance Sampling under Clutter Environment
Sstep.Smooth.SonarSequential Importance Sampling for A Target with Passive...
Sstep.SonarSequential Importance Sampling Step for A Target with Passive...
thr.testThreshold Nonlinearity Test
TsayTsay Test for Nonlinearity
tvAREstimate Time-Varying Coefficient AR Models
tvARFiSmFiltering and Smoothing for Time-Varying AR Models
uTAREstimation of a Univariate Two-Regime SETAR Model
uTAR.estGeneral Estimation of TAR Models
uTAR.gridSearch for Threshold Value of A Two-Regime SETAR Model
uTAR.predPrediction of A Fitted Univariate TAR Model
uTAR.simGenerate Univariate SETAR Models
wrap.SMCSequential Monte Carlo Using Sequential Importance Sampling...
ConvFuncTimeSeries/test_t documentation built on Nov. 20, 2018, 12:21 a.m.