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

allSeasonsGet names of seasons
AnyTimeSeries-classClass AnyTimeSeries
autocorrelations-methodsCompute autocorrelations and periodic autocorrelations
autocovariances-methodsCompute autocovariances and periodic autocovariances
availStartTime of first or last non-NA value
BareCycle-classClass BareCycle
BasicCycle-classClass BasicCycle
BuiltinCycleCreate cycle objects from the builtin cycle classes
BuiltinCycle-classClass '"BuiltinCycle"' and its subclasses in package 'pcts'
Cyclic-classClass '"Cyclic"'
dataFranses1996Example data from Franses (1996)
ex1fAn example PAR autocorrelation function
filterCoef-methodsGet the coefficients of a periodic filter
fitPMFit periodic time series models
FittedPeriodicArModel-class~~ Dummy title ~~
head-methodsMethods for function head() in package pcts
LegacyPeriodicFilterModel-class~~ Dummy title ~~
maxLag-methodsMethods for function maxLag() in package 'pcts'
mcOptimCore-class~~ Dummy title ~~
mC.ssCreate environment for mc-fitting
modelCycleGet the cycle of a periodic object
ModelCycleSpec-class~~ Dummy title ~~
nCyclesBasic time information about periodic time series
nSeasons-methodsNumber of seasons for a periodic object
num2pcparFit PAR model using sample autocorrelations
parcovmatlistCompute asymptotic covariance matrix for PAR model
PartialPeriodicAutocorrelations-class~~ Dummy title ~~
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...
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
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
pctimeFunctions for some basic operations with seasons
pcts-deprecatedDeprecated Functions 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-class~~ Dummy title ~~
PeriodicArmaSpec-class~~ Dummy title ~~
PeriodicArModel-class~~ Dummy title ~~
PeriodicArModel-methodsCreate objects from class PeriodicArModel
PeriodicAutocorrelations-class~~ Dummy title ~~
PeriodicAutocovarianceModel-class~~ Dummy title ~~
PeriodicAutocovariances-class~~ Dummy title ~~
PeriodicAutocovarianceSpec-class~~ Dummy title ~~
PeriodicBJFilter-classClass PeriodicBJFilter
PeriodicFilterModel-class~~ Dummy title ~~
PeriodicIntegratedArmaSpec-class~~ Dummy title ~~
PeriodicInterceptSpec-class~~ Dummy title ~~
PeriodicMaModel-class~~ Dummy title ~~
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-class~~ Dummy title ~~
PiPeriodicArModel-class~~ Dummy title ~~
PiPeriodicMaModel-class~~ Dummy title ~~
SamplePeriodicAutocorrelations-class~~ Dummy title ~~
SamplePeriodicAutocovariances-class~~ Dummy title ~~
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-class~~ Dummy title ~~
SiPeriodicArModel-class~~ Dummy title ~~
SiPeriodicMaModel-class~~ Dummy title ~~
SLTypeMatrix-classClass SLTypeMatrix
tail-methodsMethods for function tail() in package pcts
test_piarTest for periodic integration
unitCycle_ass-methodsMethods for '"unitCycle<-"()' in package pcts
unitCycle-methodsMethods for unitCycle() in package pcts
unitSeason_ass-methodsMethods for '"unitSeason<-"()' in package pcts
unitSeason-methodsMethods for unitSeason() in package pcts
VecCore data of periodic time series
VirtualPeriodicArmaModel-class~~ Dummy title ~~
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 ~~
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 June 13, 2019, 7:46 a.m.