Man pages for LAJordanger/localgaussSpec
Local Gaussian Spectral Analysis
| bws_global | Compute global bandwidths for Local Gaussian estimates |
| bws_nearest_neighbour | Compute nearest-neighbour bandwidths, (with file-storage). |
| dmbp | data: Deutschemark/British pound Exchange Rate |
| find_bws | Estimate bandwidths based on local Gaussian likelihood |
| find_rho | Estimate local correlation $rho$ between two variables. |
| LG_approx | Approximations of the local Gaussian auto- and... |
| LG_approx_scribe | Local Gaussian Approximations, scribe-function |
| LG_bandwidths_advanced | Find bandwidths to use for the local Gaussian estimates |
| LG_bookkeeping | Bookkeeping for the local Gaussian estimates |
| LG_boot_approx | Approximations of the local Gaussian auto- and... |
| LG_boot_approx_scribe | Local Gaussian Approximations for bootstrap replicates,... |
| LG_boot_statistics | Statistics based on the bootstrapped replicates |
| LG_create_plot_df | Create the data needed when plotting the local Gaussian... |
| LG_default | Internal default values for the local Gaussian machinery |
| LG_explain_plot | Explain the content of a plot |
| LG_extend_points | Extend select points for the local Gaussian inspections |
| LG_extract_scripts | Extraction of scripts |
| LG_load | Load an object into an environment |
| LG_lookup | Lookup local Gaussian details based on the logged information |
| LG_lookup_cache | Helper-function to create the 'cache'-list of 'look_up' |
| LG_lookup_curlicues | Helper-function to create the 'curlicues'-list of 'look_up' |
| LG_lookup_curlicues_plot_stamp | Helper-function to create the plot-stamp-label for the the... |
| LG_lookup_details | Helper-function to create the 'details'-list of 'look_up' |
| LG_lookup_details_NC_fail | Helper-function to deal with the details when the numerical... |
| LG_lookup_restrict | Helper-function to create the 'restrict'-list of 'look_up' |
| LG_plot | Create plots of local Gaussian correlations and spectral... |
| LG_plot_complex | Complex-valued-plots for the local Gaussian spectra |
| LG_plot_df_correlation | Extract data-frames needed for the plotting of the... |
| LG_plot_df_spectra | Extract data-frames needed for the plotting of the spectra |
| LG_plot_df_spectra_helper | Helper-function for 'LG_plot_df_spectra' |
| LG_plot_distance | Distance-plots for local Gaussian correlations and spectra |
| LG_plot_heatmap | Heatmap-plots for local Gaussian correlations and spectra |
| LG_plot_helper | Helper-function for 'LG_plot'. |
| LG_plot_helper_extract_data_only | Extract only data for the plots |
| LG_plot_load | Load files to be used during the interactive inspection of... |
| LG_plot_TS | Plot a (subset of a) time series. |
| LG_sanity_checks | Sanity-check the arguments of the major exported functions |
| LG_save | Save function for local Gaussian related information |
| LG_select_points | Select points for the local Gaussian inspections. |
| LG_shiny | Shiny app for a local Gaussian inspection of time series |
| LG_shiny_C_input | Create the correlation-specific part of the... |
| LG_shiny_CS_input | Create 'radioButtons' and 'sliderInputs' for the... |
| LG_shiny_explain_interface | Create the instructions for 'LG_shiny'. |
| LG_shiny_explain_plots | Explain details about the plots created by 'LG_shiny'. |
| LG_shiny_interface_0_create_log | Create the 'TS_logging'-object for the dynamic... |
| LG_shiny_interface_0_RW_log | Link, read, or write, to the deep levels of 'TS_logging' |
| LG_shiny_interface_1_helper | Helper-function for 'LG_shiny_interface_1_TS_info_scribe' |
| LG_shiny_interface_1_TS_info | Create the 'TS-info'-part of the dynamic 'LG_shiny'-interface |
| LG_shiny_interface_1_TS_info_scribe | The scribe-function for 'LG_shiny_interface_1_TS_info' |
| LG_shiny_interface_explanations | Create the part of the 'LG_shiny'-interface that explains it. |
| LG_shiny_interface_Master | Master for the creation of the dynamic 'LG_shiny'-interface. |
| LG_shiny_interface_plots | Create the plot-related part of the 'LG_shiny'-interface. |
| LG_shiny_set_values | Set some values in the 'LG_shiny'-application |
| LG_shiny_S_input | Create the spectrum-specific part of the... |
| LG_shiny_S_update | Update logged values related to the spectrum-type |
| LG_shiny_TCS_input | Create graphical parameters for the 'LG_shiny'-interface. |
| LG_shiny_T_input | Create the time-series specific part of the... |
| LG_shiny_writeLines | Writes the code needed for the calling of 'LG_shiny' |
| LG_spectrum_norm | Compute norms, distances and angles between different spectra |
| LG_splitting | Split local Gaussian related computations into smaller pieces |
| LG_update_list | Updating of internal lists. |
| localgaussSpec | localgaussSpec |
| myWindows | A list with the lag-window functions that is used to smooth... |
| TS_acr | Autocovariances and autocorrelations the old-fashioned way. |
| TS_boot_sample | Create bootstrap-replicates of a time series. |
| TS_cibbb_tuples | Circular index-based block bootstrap for tuples |
| TS_families | Time Series Families |
| TS_key_arima.sim | The bivariate Gaussian case for 'TS_key' |
| TS_key_dmt | "Local trigonometric" samples based on cosine-functions |
| TS_key_dmt_bivariate | "Local trigonometric" bivariate samples based on... |
| TS_key_rmgarch | A simple multivariate GARCH-models from the... |
| TS_key_rmvnorm | The bivariate Gaussian case for 'TS_key' |
| TS_key_rnorm | The univariate Gaussian case for 'TS_key' |
| TS_key_rugarch | The univariate GARCH case for 'TS_key' |
| TS_LG_normalisation | Create a normalised time series from the original ones |
| TS_LG_object | Prepare a time series for a local Gaussian inspection |
| TS_load | Load saved file and return 'TS' and 'save_dir' |
| TS_sample | Time Series Sample-Generator |
| TS_sample_helper | Helper-function for 'TS_sample' |
