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 |

dmt | Samples built upon cosine. |

dmt_extended | Samples built upon cosine. |

find_bws | Estimate bandwidths based on local likelihood... |

find_rho | Estimate local correlation $rho$ between two variables. |

LG_approx | Local Gaussian approximations. |

LG_approx_extract | Extract data needed for Local Gaussian Spectral Densities. |

LG_approx_scribe | Local Gaussian Approximations, scribe-function. |

LG_auto_cross_computations | Compute values based on the cross- and auto-spectra. |

LG_bandwidths_advanced | Find bandwidths to use for the local Gaussian estimates |

LG_bookkeeping | Keep the records up to date |

LG_boot_approx | Local Gaussian approximations for bootstrapped replicates |

LG_boot_approx_scribe | Local Gaussian Approximations for bootstrap replicates,... |

LG_boot_spectra | Bootstrap-estimated statistics for Local Gaussian Spectral... |

LG_boot_spectra_scribe | Bootstrap-estimated statistics for local Gaussian spectral... |

LG_boot_statistics | Statistics based on the bootstrapped replicates. |

LG_collect_blocks | Collect data from block of independent series into one... |

LG_collect_orig_and_boot | Collect data from original and bootstrap into one object |

LG_default | Internal default values. |

LG_explain_plot | Explain the content of a plot. |

LG_extend_points | Extend select points for the local Gaussian inspections. |

LG_extract_df | Final computations of assorted spectra. |

LG_extract_scripts | Extraction of scripts. |

LG_load | Load objects into environments. |

LG_lookup | Look up stuff from the information object. |

LG_merge_files | Merge files containing data created by different steps. |

LG_normalisation_adjustment | Create a normalised time series from the original ones. |

LG_plot | Create plots to inspect different aspects of Local Gaussian... |

LG_plot_helper | Helper for 'LG_plot'. |

LG_plot_load | Load files to be used during the interactive inspection. |

LG_sanity_checks | Check the sanity of arguments to the scribes and the wrappers |

LG_save | Save function for different Local Gaussian 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_explain_interface | Create the instructions for 'LG_shiny'. |

LG_shiny_explain_plots | Explain details about the plots created by 'LG_shiny'. |

LG_shiny_helper | Deal with the details that concerns the investigation of the... |

LG_spectra | Compute the local Gaussian spectral densities |

LG_spectra_scribe | Local Gaussian spectra, scribe-function. |

LG_splitting | Split local Gaussian related computations into smaller pieces |

LG_Wrapper_Blocks | Wrapper-function for Local Gaussian inspection of a time... |

LG_Wrapper_Bootstrap | Wrapper-function for the bootstrap part of local Gaussian... |

LG_Wrapper_Original | Wrapper-function for local Gaussian inspection of a time... |

localgaussSpec | localgaussSpec |

myTS | My Time Series |

TS_acr | Autocovariances and autocorrelations the old-fashioned way. |

TS_adjust_gamma_rho | Adjustments for $gamma$ and $$rho$. |

TS_boot_sample | Create bootstrap-replicates of a time series. |

TS_CI | Compute confidence intervals based on spectral estimates |

TS_families | Time Series Families |

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_spectral | Compute old-fashioned spectral estimates |

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