Man pages for LAJordanger/localgaussSpec
Local Gaussian Spectral Analysis

bws_globalCompute global bandwidths for Local Gaussian Estimates.
bws_nearest_neighbourCompute nearest-neighbour bandwidths, (with file-storage).
dmbpdata: Deutschemark/British pound Exchange Rate
dmtSamples built upon cosine.
dmt_extendedSamples built upon cosine.
find_bwsEstimate bandwidths based on local likelihood...
find_rhoEstimate local correlation $rho$ between two variables.
LG_approxLocal Gaussian approximations.
LG_approx_extractExtract data needed for Local Gaussian Spectral Densities.
LG_approx_scribeLocal Gaussian Approximations, scribe-function.
LG_auto_cross_computationsCompute values based on the cross- and auto-spectra.
LG_bandwidths_advancedFind bandwidths to use for the local Gaussian estimates
LG_bookkeepingKeep the records up to date
LG_boot_approxLocal Gaussian approximations for bootstrapped replicates
LG_boot_approx_scribeLocal Gaussian Approximations for bootstrap replicates,...
LG_boot_spectraBootstrap-estimated statistics for Local Gaussian Spectral...
LG_boot_spectra_scribeBootstrap-estimated statistics for local Gaussian spectral...
LG_boot_statisticsStatistics based on the bootstrapped replicates.
LG_collect_blocksCollect data from block of independent series into one...
LG_collect_orig_and_bootCollect data from original and bootstrap into one object
LG_defaultInternal default values.
LG_explain_plotExplain the content of a plot.
LG_extend_pointsExtend select points for the local Gaussian inspections.
LG_extract_dfFinal computations of assorted spectra.
LG_extract_scriptsExtraction of scripts.
LG_loadLoad objects into environments.
LG_lookupLook up stuff from the information object.
LG_merge_filesMerge files containing data created by different steps.
LG_normalisation_adjustmentCreate a normalised time series from the original ones.
LG_plotCreate plots to inspect different aspects of Local Gaussian...
LG_plot_helperHelper for 'LG_plot'.
LG_plot_loadLoad files to be used during the interactive inspection.
LG_sanity_checksCheck the sanity of arguments to the scribes and the wrappers
LG_saveSave function for different Local Gaussian Information
LG_select_pointsSelect points for the local Gaussian inspections.
LG_shinyShiny app for a local Gaussian inspection of time series.
LG_shiny_explain_interfaceCreate the instructions for 'LG_shiny'.
LG_shiny_explain_plotsExplain details about the plots created by 'LG_shiny'.
LG_shiny_helperDeal with the details that concerns the investigation of the...
LG_spectraCompute the local Gaussian spectral densities
LG_spectra_scribeLocal Gaussian spectra, scribe-function.
LG_splittingSplit local Gaussian related computations into smaller pieces
LG_Wrapper_BlocksWrapper-function for Local Gaussian inspection of a time...
LG_Wrapper_BootstrapWrapper-function for the bootstrap part of local Gaussian...
LG_Wrapper_OriginalWrapper-function for local Gaussian inspection of a time...
myTSMy Time Series
TS_acrAutocovariances and autocorrelations the old-fashioned way.
TS_adjust_gamma_rhoAdjustments for $gamma$ and $$rho$.
TS_boot_sampleCreate bootstrap-replicates of a time series.
TS_CICompute confidence intervals based on spectral estimates
TS_familiesTime Series Families
TS_LG_objectPrepare a time series for a local Gaussian inspection
TS_loadLoad saved file and return 'TS' and 'save_dir'
TS_sampleTime Series Sample-Generator
TS_spectralCompute old-fashioned spectral estimates
LAJordanger/localgaussSpec documentation built on July 28, 2017, 12:15 a.m.