API for GeoBosh/pcts
Periodically Correlated and Periodically Integrated Time Series

Global functions
$,PeriodicMTS-method Man page
$-methods Man page
.acvLagged2acr Source code
.allseas Source code
.bc_index Source code
.concord_cis Source code
.cycle_and_pair2time Source code
.cycle_and_time2pair Source code
.cycle_offsets Source code
.date2pcweek Source code
.get_origin Source code
.get_period Source code
.guess_zoo_cycle Source code
.harmonics Source code
.harmonics_names Source code
.harmonics_names2 Source code
.harmonics_names3 Source code
.harmonics_names4 Source code
.ind_of_seasons_in_pairs Source code
.mark_invalid_seasons_in_pairs Source code
.nperiods Source code
.pcts_finalize Source code
.permean Source code
.recode_seasons_from_orig Source code
.recode_seasons_in_pairs Source code
.reportClassName Source code
.set_acf_class Source code
.trig_vec_coef_names Source code
.ts2periodic_ts Source code
BareCycle-class Man page
BasicCycle-class Man page
BuiltinCycle Man page Source code
BuiltinCycle-class Man page
Cyclic Man page Source code
Cyclic-class Man page
DayWeekCycle-class Man page
Every30MinutesCycle-class Man page
FittedPeriodicArModel-class Man page
FittedPeriodicArmaModel-class Man page
FiveDayWeekCycle-class Man page
Fraser2017 Man page
HsM Source code
HsM_Lund Source code
LegacyPeriodicFilterModel-class Man page
ModelCycleSpec-class Man page
MonthYearCycle-class Man page
Mtrig Source code
Mtrig_Lund Source code
OpenCloseCycle-class Man page
PartialCycle-class Man page
PartialPeriodicAutocorrelations-class Man page
Pctime Man page Source code
PeriodicArFilter-class Man page
PeriodicArModel Man page
PeriodicArModel,PeriodicArmaModel-method Man page Man page
PeriodicArModel,PeriodicArmaSpec-method Man page
PeriodicArModel,PeriodicFilter-method Man page
PeriodicArModel,PeriodicMonicFilterSpec-method Man page
PeriodicArModel,VirtualPeriodicArmaModel-method Man page
PeriodicArModel,matrix-method Man page
PeriodicArModel,numeric-method Man page
PeriodicArModel-class Man page
PeriodicArModel-methods Man page
PeriodicArmaFilter-class Man page
PeriodicArmaModel-class Man page
PeriodicArmaSpec-class Man page
PeriodicAutocorrelations-class Man page
PeriodicAutocovariances-class Man page
PeriodicBJFilter-class Man page
PeriodicFilterModel-class Man page
PeriodicIntegratedArmaSpec-class Man page
PeriodicInterceptSpec-class Man page
PeriodicMTS-class Man page
PeriodicMTS_ts-class Man page
PeriodicMTS_zooreg-class Man page
PeriodicMaFilter-class Man page
PeriodicMaModel-class Man page
PeriodicMonicFilterSpec-class Man page
PeriodicSPFilter-class Man page
PeriodicTS-class Man page
PeriodicTS_ts-class Man page
PeriodicTS_zooreg-class Man page
PeriodicTimeSeries-class Man page
PeriodicVector Man page Source code
PeriodicVector-class Man page
PiPeriodicArModel-class Man page
PiPeriodicArmaModel-class Man page
PiPeriodicMaModel-class Man page
QuarterYearCycle-class Man page
SLTypeMatrix-class Man page
SamplePeriodicAutocorrelations-class Man page
SamplePeriodicAutocovariances-class Man page
SiPeriodicArModel-class Man page
SiPeriodicArmaModel-class Man page
SiPeriodicMaModel-class Man page
SimpleCycle-class Man page
SubsetPM-class Man page
Vec Man page Source code
VirtualPeriodicArModel-class Man page
VirtualPeriodicArmaModel-class Man page
VirtualPeriodicAutocorrelations-class Man page
VirtualPeriodicAutocovarianceModel-class Man page
VirtualPeriodicAutocovariances-class Man page
VirtualPeriodicFilterModel-class Man page
VirtualPeriodicMaModel-class Man page
VirtualPeriodicMeanModel-class Man page
VirtualPeriodicModel-class Man page
VirtualPeriodicMonicFilter-class Man page
VirtualPeriodicStationaryModel-class Man page
VirtualPeriodicWhiteNoiseModel-class Man page
[,BasicCycle,ANY,missing,ANY-method Man page
[,BasicCycle,missing,missing,ANY-method Man page
[,PeriodicMTS,ANY,ANY,ANY-method Man page
[,PeriodicMTS,ANY,missing,ANY-method Man page
[,PeriodicMTS,AnyDateTime,ANY,ANY-method Man page
[,PeriodicMTS,AnyDateTime,missing,ANY-method Man page
[,PeriodicMTS,missing,missing,ANY-method Man page
[,PeriodicTS,AnyDateTime,missing,ANY-method Man page
[,PeriodicTS,missing,missing,ANY-method Man page
[,PeriodicVector,ANY,ANY,ANY-method Man page Man page
[,PeriodicVector,ANY,missing,ANY-method Man page
[,PeriodicVector,missing,ANY,ANY-method Man page Man page
[,PeriodicVector,missing,missing,ANY-method Man page Man page
[,VirtualPeriodicAutocovarianceModel,missing,missing,ANY-method Man page Man page
[,VirtualPeriodicAutocovarianceModel,missing,numeric,ANY-method Man page Man page
[,VirtualPeriodicAutocovarianceModel,numeric,missing,ANY-method Man page Man page
[,VirtualPeriodicAutocovarianceModel,numeric,numeric,ANY-method Man page Man page
[-methods Man page
[.Date Man page
[.Pctime Man page
[.ts Man page
[<-,ANY,ANY,ANY,ANY-method Man page
[<-,BasicCycle,ANY,missing,ANY-method Man page
[<-,BasicCycle,missing,missing,ANY-method Man page
[<-,PeriodicAutocovarianceModel,ANY,ANY,ANY-method Man page Man page
[<-,PeriodicVector,ANY,ANY,ANY-method Man page Man page
[<-,PeriodicVector,missing,ANY,ANY-method Man page Man page
[<-,pc.Model.WeaklyStat,ANY,ANY,ANY-method Man page
[<-,pc.armaPQ,ANY,ANY,ANY-method Man page
[<-,slMatrix,ANY,ANY,ANY-method Man page
[<--methods Man page
[<-.POSIXlt Man page
[[,PeriodicAutocovarianceModel,numeric-method Man page
[[,PeriodicMTS,ANY,ANY-method Man page
[[,PeriodicMTS,ANY-method Man page
[[,VirtualPeriodicAutocovarianceModel,numeric,ANY-method Man page
[[-methods Man page
[[.Date Man page
[[.Pctime Man page
`.harmonics<-` Source code
`@<-.SubsetPM` Source code
`window<-.PeriodicMTS` Source code
`window<-.PeriodicTS` Source code
alg1 Man page Source code
alg1util Man page Source code
alg1utilNew Source code
alg1utilNew_new Source code
allSeasons Man page
allSeasons,BasicCycle,ANY-method Man page
allSeasons,BuiltinCycle-method Man page
allSeasons,Cyclic,ANY-method Man page
allSeasons,DayWeekCycle,logical-method Man page
allSeasons,DayWeekCycle,missing-method Man page
allSeasons,Every30MinutesCycle,logical-method Man page
allSeasons,Every30MinutesCycle,missing-method Man page
allSeasons,FiveDayWeekCycle,logical-method Man page
allSeasons,FiveDayWeekCycle,missing-method Man page
allSeasons,MonthYearCycle,logical-method Man page
allSeasons,MonthYearCycle,missing-method Man page
allSeasons,OpenCloseCycle,logical-method Man page
allSeasons,OpenCloseCycle,missing-method Man page
allSeasons,PartialCycle,logical-method Man page
allSeasons,PartialCycle,missing-method Man page
allSeasons,QuarterYearCycle,logical-method Man page
allSeasons,QuarterYearCycle,missing-method Man page
allSeasons,SimpleCycle,ANY-method Man page
allSeasons,VirtualPeriodicModel,ANY-method Man page Man page
allSeasons-methods Man page
allSeasons<- Man page
allSeasons<-,Cyclic-method Man page
allSeasons<-,SimpleCycle-method Man page
as.Date Man page
as.Date.Cyclic Man page Source code
as.Date.PeriodicTimeSeries Man page Source code
as.POSIXct.Cyclic Source code
as.POSIXct.Pctime Source code
as.POSIXct.PeriodicTimeSeries Source code
as.matrix.PeriodicMTS Source code
as.ts.PeriodicTimeSeries Source code
as_Pctime Man page Source code
as_Pctime.Cyclic Man page Source code
as_Pctime.PeriodicTimeSeries Man page Source code
as_date,ANY-method Man page
as_date,Cyclic-method Man page
as_date,POSIXt-method Man page
as_date,PeriodicTimeSeries-method Man page
as_date,character-method Man page
as_date,numeric-method Man page
as_date-methods Man page
as_datetime,PeriodicTimeSeries-method Man page
as_datetime-methods Man page
as_pcarma_list,FittedPeriodicArmaModel-method Man page
autocorrelations Man page
autocorrelations,PeriodicAutocovariances,ANY,missing-method Man page Man page
autocorrelations,PeriodicTimeSeries,ANY,missing-method Man page
autocorrelations,SamplePeriodicAutocovariances,ANY,missing-metho Man page Man page
autocorrelations,VirtualPeriodicAutocovarianceModel,ANY,missing- Man page
autocorrelations,VirtualPeriodicAutocovarianceModel-method Man page
autocorrelations,VirtualPeriodicAutocovariances,ANY,missing-meth Man page Man page
autocorrelations,numeric,ANY,missing-method Man page
autocorrelations-methods Man page
autocovariances Man page
autocovariances,ANY,ANY-method Man page
autocovariances,Autocovariances,ANY-method Man page
autocovariances,Autocovariances,missing-method Man page
autocovariances,PeriodicArModel,ANY-method Man page
autocovariances,PeriodicArModel-method Man page Man page
autocovariances,PeriodicArmaModel,ANY-method Man page
autocovariances,PeriodicArmaModel-method Man page Man page
autocovariances,PeriodicTS,ANY-method Man page
autocovariances,VirtualArmaModel,ANY-method Man page
autocovariances,VirtualAutocovariances,ANY-method Man page
autocovariances,VirtualPeriodicAutocovariances,ANY-method Man page Man page
autocovariances,matrix,ANY-method Man page
autocovariances,matrix-method Man page
autocovariances,numeric,ANY-method Man page
autocovariances,numeric-method Man page
autocovariances-methods Man page
availEnd Man page Source code
availEnd.default Source code
availEnd.matrix Source code
availStart Man page Source code
availStart.default Source code
availStart.matrix Source code
backwardPartialCoefficients,VirtualPeriodicAutocovariances-metho Man page Man page
backwardPartialCoefficients-methods Man page
backwardPartialVariances,VirtualPeriodicAutocovariances-method Man page Man page
backwardPartialVariances-methods Man page
boxplot.PeriodicTimeSeries Man page Source code
calc_backwardPredictionCoefficients Source code
calc_pc.bU Source code
calc_pc.fL Source code
calc_pc.phis2 Source code
calc_peracf Source code
calc_predictionCoefficients Source code
coef,SubsetPM-method Man page
coerce,PeriodicTS,ts-method Man page
coerce,mts,PeriodicTS-method Man page
coerce,ts,PeriodicTS-method Man page
cycle.Cyclic Source code
cycle.Pctime Source code
cycle.PeriodicTimeSeries Man page Source code
dataFranses1996 Man page
data_trig Source code
date Man page
date.BasicCycle Source code
date.Cyclic Man page Source code
date.PeriodicTimeSeries Source code
date<- Man page
date<-,BasicCycle-method Man page
date<-,Cyclic-method Man page
date<--methods Man page
deltat.Cyclic Source code
deltat.PeriodicTimeSeries Man page Source code
end.Cyclic Man page Source code
ex1f Man page
filterCoef Man page
filterCoef,PeriodicBJFilter,character-method Man page Man page
filterCoef,PeriodicSPFilter,character-method Man page Man page
filterCoef-methods Man page
filterPoly,PeriodicBJFilter-method Man page
filterPoly,PeriodicSPFilter-method Man page
filterPoly-methods Man page
filterPolyCoef,PeriodicBJFilter-method Man page
filterPolyCoef,PeriodicSPFilter-method Man page
filterPolyCoef-methods Man page
fitPM Man page
fitPM,ANY,ANY-method Man page
fitPM,ANY,PeriodicArModel-method Man page
fitPM,ANY,PiPeriodicArModel-method Man page
fitPM,PeriodicArModel,ANY-method Man page
fitPM,PeriodicArModel,PeriodicMTS-method Man page
fitPM,PeriodicArModel,PeriodicTS-method Man page
fitPM,PiPeriodicArModel,ANY-method Man page
fitPM,SiPeriodicArModel,ANY-method Man page
fitPM,mcSpec,ANY-method Man page
fitPM,numeric,ANY-method Man page
fitPM-methods Man page
fit_trigPAR Source code
fit_trigPAR_optim Man page Source code
fitted,SubsetPM-method Man page
format.Pctime Source code
four_stocks_since2016_01_01 Man page
frequency.Cyclic Source code
frequency.PeriodicTimeSeries Man page Source code
fromSubsetPM Source code
head,PeriodicTimeSeries-method Man page
head-methods Man page
ind2pctime Source code
initialize,BuiltinCycle-method Man page
innovationVariances,PeriodicArmaSpec-method Man page
intercept2permean Man page Source code
mC.ss Man page Source code
mCpar Man page
maxLag,PeriodicArmaFilter-method Man page
maxLag,VirtualPeriodicAutocovarianceModel-method Man page
maxLag-methods Man page
mcOptimCore-class Man page
meancovmat Man page Source code
meanvarcheck Man page Source code
modelCycle Man page Source code
modelCycle,ANY-method Man page
modelCycle,ModelCycleSpec-method Man page Man page
modelCycle-methods Man page
modelCycle<- Man page
modelCycle<-,ANY-method Man page
modelCycle<-,ModelCycleSpec-method Man page Man page
modelCycle<--methods Man page
monthplot.PeriodicTimeSeries Man page Source code
nCycles Man page Source code
nSeasons Man page
nSeasons,BareCycle-method Man page
nSeasons,BuiltinCycle-method Man page Man page
nSeasons,Cyclic-method Man page Man page
nSeasons,DayWeekCycle-method Man page
nSeasons,Every30MinutesCycle-method Man page
nSeasons,FiveDayWeekCycle-method Man page
nSeasons,MonthYearCycle-method Man page
nSeasons,OpenCloseCycle-method Man page Man page
nSeasons,PartialCycle-method Man page Man page
nSeasons,PeriodicFilterModel-method Man page Man page
nSeasons,PeriodicIntegratedArmaSpec-method Man page Man page
nSeasons,PeriodicInterceptSpec-method Man page
nSeasons,PeriodicMonicFilterSpec-method Man page
nSeasons,QuarterYearCycle-method Man page
nSeasons,SarimaFilter-method Man page
nSeasons,VirtualArmaFilter-method Man page
nSeasons,VirtualPeriodicArmaFilter-method Man page
nSeasons,VirtualPeriodicModel-method Man page Man page
nSeasons,slMatrix-method Man page
nSeasons-methods Man page
nTicks Man page
nTicks,Cyclic-method Man page
nTicks,PeriodicTimeSeries-method Man page
nTicks,matrix-method Man page
nTicks,numeric-method Man page
nTicks-methods Man page
nVariables Man page Source code
na.trim Man page
na.trim.PeriodicMTS Man page
na.trim.PeriodicTS Man page
num2pcpar Man page Source code
parcovmatlist Man page Source code
partialAutocorrelations Man page
partialAutocorrelations,PeriodicAutocovariances,ANY,missing-meth Man page Man page
partialAutocorrelations,VirtualPeriodicAutocovariances,ANY,ANY-m Man page Man page
partialAutocorrelations-methods Man page
partialAutocovariances,VirtualPeriodicAutocovariances-method Man page Man page
partialAutocovariances-methods Man page
partialCoefficients Man page
partialCoefficients,PeriodicArModel-method Man page
partialCoefficients,VirtualPeriodicAutocovariances-method Man page Man page
partialCoefficients-methods Man page
partialVariances Man page
partialVariances,VirtualPeriodicAutocovariances-method Man page Man page
partialVariances-methods Man page
pc.acf Source code
pc.acf.parModel Man page Source code
pc.acrf Source code
pc.acrftoacf Source code
pc.acsum Source code
pc.arith.ceiling Source code
pc.arith.floor Source code
pc.armafilter Man page
pc.bU,VirtualPeriodicAutocovariances-method Man page
pc.cconesidedsum Source code
pc.fL,VirtualPeriodicAutocovariances-method Man page
pc.filter Man page Source code
pc.filter.arma Man page
pc.filter.xarma Man page Source code
pc.hat.h Man page Source code
pc.omitneg Man page
pc.phis2,VirtualPeriodicAutocovariances-method Man page
pc.sdfactor Man page Source code
pc.var Source code
pcAR2acf Man page Source code
pcApply Man page
pcApply,PeriodicMTS-method Man page
pcApply,PeriodicTS-method Man page
pcApply,matrix-method Man page
pcApply,numeric-method Man page
pcApply-methods Man page
pcAr.ss Man page Source code
pcArma2acf Source code
pcArray Man page Source code
pcCycle Man page
pcCycle,BasicCycle,character-method Man page
pcCycle,BasicCycle,missing-method Man page
pcCycle,Cyclic,ANY-method Man page
pcCycle,Cyclic-method Man page Man page
pcCycle,PeriodicTimeSeries,ANY-method Man page
pcCycle,PeriodicTimeSeries,character-method Man page
pcCycle,PeriodicTimeSeries,missing-method Man page
pcCycle,PeriodicTimeSeries-method Man page
pcCycle,character,ANY-method Man page
pcCycle,character,character-method Man page
pcCycle,character,missing-method Man page
pcCycle,character-method Man page
pcCycle,numeric,character-method Man page
pcCycle,numeric,missing-method Man page
pcCycle,numeric-method Man page
pcCycle,ts,ANY-method Man page
pcCycle,ts,character-method Man page
pcCycle,ts,missing-method Man page
pcCycle,ts-method Man page
pcCycle-methods Man page
pcMatrix Man page Source code
pcMean Man page
pcMean,PeriodicMTS-method Man page
pcMean,PeriodicTS-method Man page
pcMean,VirtualPeriodicArmaModel-method Man page Man page
pcMean,matrix-method Man page
pcMean,numeric-method Man page
pcMean-methods Man page
pcPlot Man page
pcTest Man page
pcTest,ANY,ANY-method Man page
pcTest,ANY,character-method Man page
pcTest,PeriodicTimeSeries,character-method Man page
pcTest,numeric,character-method Man page
pcTest,slMatrix,character-method Man page
pcTest-methods Man page
pc_apply Source code
pc_matrix Source code
pc_mean Source code
pc_sdfactor Man page Source code
pc_sum Source code
pcacfMat Man page Source code
pcacf_pwn_var Man page Source code
pcarma_acvf2model Man page Source code
pcarma_acvf_lazy Man page Source code
pcarma_acvf_system Man page Source code
pcarma_h Man page Source code
pcarma_h_lazy Man page Source code
pcarma_param_system Man page Source code
pcarma_prepare Man page Source code
pcarma_tovec Man page Source code
pcarma_unvec Man page Source code
pclsdf Man page Source code
pclspiar Man page Source code
pctime2ind Source code
pcts Man page
pcts,ANY-method Man page
pcts,data.frame,ANY-method Man page
pcts,matrix,BasicCycle-method Man page
pcts,matrix,missing-method Man page
pcts,matrix,numeric-method Man page
pcts,matrix-method Man page
pcts,mts,missing-method Man page
pcts,mts,numeric-method Man page
pcts,mts-method Man page
pcts,numeric,BasicCycle-method Man page
pcts,numeric,missing-method Man page
pcts,numeric,numeric-method Man page
pcts,numeric-method Man page
pcts,ts,missing-method Man page
pcts,ts,numeric-method Man page
pcts,ts-method Man page
pcts,xtsORzoo,missing-method Man page
pcts-deprecated Man page
pcts-methods Man page
pctsArray Man page Source code
pcts_exdata Source code
pcts_reexports Man page
pcweek2date Source code
pdSafeParOrder Man page Source code
periodic_acf1_test Man page
permean2intercept Man page Source code
permodelmf Man page Source code
phi2C Source code
pi1ar2par Man page Source code
piar2par Man page Source code
plot,PeriodicAutocorrelations,missing-method Man page
plot,PeriodicMTS,missing-method Man page
plot,PeriodicTS,missing-method Man page
predict.FittedPM Source code
predictionCoefficients,PeriodicArModel-method Man page
ptildeorders Man page
pwn_McLeodLjungBox_test Man page Source code
residuals,SubsetPM-method Man page
sMtrig Source code
seqSeasons Man page
seqSeasons,BasicCycle-method Man page
seqSeasons,Cyclic-method Man page
seqSeasons,VirtualPeriodicModel-method Man page Man page
seqSeasons-methods Man page
show,FittedPeriodicArmaModel-method Man page
show,PartialPeriodicAutocorrelations-method Man page
show,PeriodicTS-method Man page
show,SubsetPM-method Man page
sigmaSq,PeriodicIntegratedArmaSpec-method Man page
sigmaSq,PeriodicInterceptSpec-method Man page
sigmaSq-methods Man page
sim_arAcf Man page
sim_parAcvf Man page Source code
sim_parCoef Man page Source code
sim_pc Man page Source code
sim_pwn Man page Source code
slMatrix Man page
start.Cyclic Man page Source code
sumafr Source code
summary,PeriodicTS-method Man page
tail,PeriodicTimeSeries-method Man page
tail-methods Man page
test_piar Man page Source code
theTS Source code
time.PeriodicTimeSeries Man page Source code
toSeason Man page Source code
toSeasonPair Man page Source code
tsMatrix Man page Source code
tsVec Man page Source code
tsVector Man page Source code
ttTosl Man page Source code
ttmatToslPairs Man page Source code
unitCycle Man page
unitCycle,ANY-method Man page
unitCycle,BuiltinCycle-method Man page
unitCycle,Cyclic-method Man page
unitCycle,DayWeekCycle-method Man page
unitCycle,Every30MinutesCycle-method Man page
unitCycle,FiveDayWeekCycle-method Man page Man page
unitCycle,MonthYearCycle-method Man page
unitCycle,OpenCloseCycle-method Man page
unitCycle,PartialCycle-method Man page Man page
unitCycle,QuarterYearCycle-method Man page
unitCycle,SimpleCycle-method Man page
unitCycle,VirtualPeriodicModel-method Man page Man page
unitCycle-methods Man page
unitCycle<- Man page
unitCycle<-,Cyclic-method Man page
unitCycle<-,SimpleCycle-method Man page
unitCycle<--methods Man page
unitSeason Man page
unitSeason,ANY-method Man page
unitSeason,BuiltinCycle-method Man page
unitSeason,Cyclic-method Man page
unitSeason,DayWeekCycle-method Man page
unitSeason,Every30MinutesCycle-method Man page
unitSeason,FiveDayWeekCycle-method Man page Man page
unitSeason,MonthYearCycle-method Man page
unitSeason,OpenCloseCycle-method Man page
unitSeason,PartialCycle-method Man page Man page
unitSeason,QuarterYearCycle-method Man page
unitSeason,SimpleCycle-method Man page
unitSeason,VirtualPeriodicModel-method Man page Man page
unitSeason-methods Man page
unitSeason<- Man page
unitSeason<-,Cyclic-method Man page
unitSeason<-,SimpleCycle-method Man page
unitSeason<--methods Man page
vcov,SubsetPM-method Man page
window Man page
window.PeriodicMTS Man page Source code
window.PeriodicTS Man page Source code
xx.ss Man page Source code
zoo-class Man page
zooreg-class Man page
GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.