Man pages for GeoBosh/pcts
Periodically Correlated and Periodically Integrated Time Series

allSeasonsGet names of seasons
as_date-methodsReplace methods for as_date in package pcts
as_datetime-methodsMethods for as_datetime in package pcts
autocorrelations-methodsCompute autocorrelations and periodic autocorrelations
autocovariances-methodsCompute autocovariances and periodic autocovariances
availStartTime of first or last non-NA value
backwardPartialCoefficients-methodsCompute periodic backward partial coefficients
backwardPartialVariances-methodsCompute periodic backward partial variances
BareCycle-classClass BareCycle
BasicCycle-classClass BasicCycle
BuiltinCycle-classClass '"BuiltinCycle"' and its subclasses in package 'pcts'
CyclicCreate objects from class Cyclic
Cyclic-classClass '"Cyclic"'
dataFranses1996Example data from Franses (1996)
date_ass-methodsReplace methods for date in package pcts
ex1fAn example PAR autocorrelation function
filterCoef-methodsGet the coefficients of a periodic filter
filterPolyCoef-methods~~ Dummy title ~~
filterPoly-methods~~ Dummy title ~~
fitPMFit periodic time series models
FittedPeriodicArmaModel-classClass FittedPeriodicArmaModel
FittedPeriodicArModel-classClass FittedPeriodicArModel
fit_trigPAR_optimFit a subset trigonometric PAR model
four_stocks_since2016_01_01Data for four stocks since 2016-01-01
Fraser2017Fraser River at Hope, mean monthly flow
head-methodsMethods for function head() in package pcts
LegacyPeriodicFilterModel-classClass LegacyPeriodicFilterModel
maxLag-methodsMethods for function maxLag() in package 'pcts'
mcOptimCore-classClass mcOptimCore
mC.ssCreate environment for mc-fitting
meanvarcheckAsymptotic covariance matrix of periodic mean
modelCycleGet the cycle of a periodic object
ModelCycleSpec-classClass ModelCycleSpec
nCyclesBasic information about periodic ts objects
nSeasons-methodsNumber of seasons of a periodic object
nTicks-methodsNumber of observations in a time series
num2pcparFit PAR model using sample autocorrelations
parcovmatlistCompute asymptotic covariance matrix for PAR model
partialAutocorrelations-methodsCompute periodic partial autocorrelations
partialAutocovariances-methodsCompute periodic partial autocovariances
partialCoefficients-methodsCompute periodic partial coefficients
PartialCycle-classClass PartialCycle
PartialPeriodicAutocorrelations-classClass PartialPeriodicAutocorrelations
partialVariances-methodsCompute periodic partial variances
pc.acf2modelFit a PC-ARMA model to a periodic autocovariance function
pcacfMatCompute PAR autocovariance matrix
pcalg1Periodic Levinson-Durbin algorithm
pcalg1utilGive partial periodic autocorrelations or other partial...
pcApply-methodsApply a function to each season
pcAR2acfCompute periodic autocorrelations from PAR coefficients
pcarma_solveFunctions to compute various characteristics of a PCARMA...
pcAr.ssCompute the sum of squares for a given PAR model
pcCycle-methodsCreate or extract Cycle objects
pc.filterApplies a periodic ARMA filter to a time series
pc.filter.xarmaFilter time series with periodic arma filters
pc.hat.hfunction to compute estimates of the h weights
pclsdfFit PAR models using least squares
pclspiarFit a periodically integrated autoregressive model
pcMean-methodsCompute periodic mean
pc.modelunvecFunctions for work with a simple list specification of pcarma...
pcPlotPlot periodic time series
pc_sdfactorCompute normalising factors
pc.test.LjungBoxMcLeod-Ljung-Box test for periodic white noise
pcTest-methodsTest for periodicity
pc.test.periodicityMcLeod's test for periodic autocorrelation
PctimeConvert between Pctime and datetime objects
pcts-deprecatedDeprecated Functions and classes in Package 'pcts'
pcts-methodsCreate objects from periodic time series classes
pcts_reexportsObjects exported from other packages
pc.wn.var.acrfVariances of sample periodic autocorrelations
pdSafeParOrderFunctions for some basic operations with seasons
PeriodicArmaFilter-classClass '"PeriodicArmaFilter"'
PeriodicArmaModel-classClass PeriodicArmaModel
PeriodicArmaSpec-classClass PeriodicArmaSpec
PeriodicArModel-classClass PeriodicArModel
PeriodicArModel-methodsCreate objects from class PeriodicArModel
PeriodicAutocorrelations-classClass PeriodicAutocorrelations
PeriodicAutocovariances-classClass PeriodicAutocovariances
PeriodicBJFilter-classClass PeriodicBJFilter
PeriodicFilterModel-classClass PeriodicFilterModel
PeriodicIntegratedArmaSpec-classClass PeriodicIntegratedArmaSpec
PeriodicInterceptSpec-classClass PeriodicInterceptSpec
PeriodicMaModel-classClass PeriodicMaModel
PeriodicMTS-classClass '"PeriodicMTS"'
PeriodicMTS_ts-classClass '"PeriodicMTS_ts"'
PeriodicMTS_zooreg-classClass '"PeriodicMTS_zooreg"'
PeriodicSPFilter-classClass PeriodicSPFilter
PeriodicTimeSeries-classClass PeriodicTimeSeries
PeriodicTS-classClass '"PeriodicTS"'
PeriodicTS_ts-classClass '"PeriodicTS_ts"'
PeriodicTS_zooreg-classClass '"PeriodicTS_zooreg"'
PeriodicVector-classClass PeriodicVector
permean2interceptConvert between periodic centering and intercepts
permodelmfCompute the multi-companion form of a per model
pi1ar2parConvert PIAR coefficients to PAR coefficients
PiPeriodicArmaModel-classClass PiPeriodicArmaModel
PiPeriodicArModel-classClass PiPeriodicArModel
PiPeriodicMaModel-classClass PiPeriodicMaModel
SamplePeriodicAutocorrelations-classClass SamplePeriodicAutocorrelations
SamplePeriodicAutocovariances-classClass SamplePeriodicAutocovariances
seqSeasons-methodsMethods for seqSeasons() in package pcts
sigmaSq-methodsMethods for 'sigmaSq' in package pcts
sim_parAcvfCreate a random periodic autocovariance function
sim_parCoefGenerate a periodic autoregression model
sim_pcSimulate periodically correlated ARMA series
SimpleCycle-classClass SimpleCycle
sim_pwnSimulate periodic white noise
SiPeriodicArmaModel-classClass SiPeriodicArmaModel
SiPeriodicArModel-classClass SiPeriodicArModel
SiPeriodicMaModel-classClass SiPeriodicMaModel
SLTypeMatrix-classClass SLTypeMatrix
sl_utilsFunctions for some basic operations with seasons
SubsetPM-classClass SubsetPM
tail-methodsMethods for function tail() in package pcts
test_piarTest for periodic integration
unitCycle_ass-methodsMethods for ”unitCycle<-” and ”unitSeason<-” in package...
unitCycle-methodsMethods for 'unitCycle' and 'unitSeason' in package pcts
VecCore data of periodic time series
VirtualPeriodicArmaModel-classClass VirtualPeriodicArmaModel
VirtualPeriodicArModel-class~~ Dummy title ~~
VirtualPeriodicAutocorrelations-class~~ Dummy title ~~
VirtualPeriodicAutocovarianceModel-class~~ Dummy title ~~
VirtualPeriodicAutocovariances-class~~ Dummy title ~~
VirtualPeriodicFilterModel-class~~ Dummy title ~~
VirtualPeriodicMaModel-class~~ Dummy title ~~
VirtualPeriodicMeanModel-class~~ Dummy title ~~
VirtualPeriodicModel-class~~ Dummy title ~~
VirtualPeriodicMonicFilter-class~~ Dummy title ~~
VirtualPeriodicStationaryModel-class~~ Dummy title ~~
VirtualPeriodicWhiteNoiseModel-class~~ Dummy title ~~
windowPeriodic methods for base R functions
zoo-classClass zoo made S4
zooreg-classVirtual S4 class zooreg
zzbracket_assIndex assignments for objects from classes in package pcts
zzbracket_bracket-methodsMethods for function”[[” in package 'pcts'
zzbracket-methodsIndexing of objects from classes in package pcts
zzdollar-methodsMethods for function'$' in package 'pcts'
GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.