Man pages for SMAC-Group/simts
Time Series Simulation

ACFAuto-Covariance and Correlation Functions
ARCreate an Autoregressive P [AR(P)] Process
AR1Definition of an Autoregressive Process of Order 1
ar1_to_gmTransform AR1 to GM
ARIMACreate an Autoregressive Integrated Moving Average (ARIMA)...
ARMACreate an Autoregressive Moving Average (ARMA) Process
ARMA11Definition of an ARMA(1,1)
australiaQuarterly Increase in Stocks Non-Farm Total, Australia
best_modelSelect the best model
cfilterTime Series Convolution Filters
combCombine math expressions
corr_analysisCorrelation Analysis Functions
count_modelsCount Models
create_imuInternal IMU Object Construction
custom_legendCustom legend function a ts.model from desc string
diag_plotDiagnostic Plot of Residuals
diag_portmanteauGraph Portmanteau Test Results
diff_cppLagged Differences in Armadillo
diff_invDiscrete Intergral: Inverse Difference
do_polyroot_armaRoot Finding C++
do_polyroot_cppRoot Finding C++
DRCreate an Drift (DR) Process
gen_ar1Generate an Autoregressive Order 1 ( AR(1) ) sequence
gen_ar1blocksGenerate AR(1) Blocks Process
gen_arimaGenerate Autoregressive Order p, Integrated d, Moving Average...
gen_armaGenerate Autoregressive Order p - Moving Average Order q...
gen_arma11Generate an ARMA(1,1) sequence
gen_biGenerate Bias-Instability Process
gen_drGenerate a Drift Process
gen_generic_sarimaGenerate Generic Seasonal Autoregressive Order P - Moving...
gen_gtsCreate a simts TS Object based on model
gen_ltsGenerate Latent Time Series Object Based on Model
gen_lts_cppGenerate Latent Time Series based on Model (Internal)
gen_ma1Generate an Moving Average Order 1 (MA(1)) Process
gen_modelGenerate Time Series based on Model (Internal)
gen_nswnGenerate Non-Stationary White Noise Process
gen_qnGenerate a Quantisation Noise (QN) or Rounding Error Sequence
gen_rwGenerate a Random Walk without Drift
gen_sarimaGenerate Seasonal Autoregressive Order P - Moving Average...
gen_sarmaGenerate Seasonal Autoregressive Order P - Moving Average...
gen_wnGenerate a Gaussian White Noise Process (WN(sigma^2))
GMCreate a Gauss-Markov (GM) Process
gm_convGM Conversion
gm_to_ar1Transform GM to AR1
gtsCreate a simts TS Object based on data
hasObtain the value of an object's properties
hydroMean Monthly Precipitation, from 1907 to 1972
imuCreate an IMU Object
imu_timePulls the IMU time from the IMU object
install_data_packageInstall a SMAC Group Data Package
install_datapkgInstall Data Package
install_imudataInstall IMU Data Package
is_funcIs simts Object
is.wholeInteger Check
ltsGenerate Latent Time Series Object Based on Data
MACreate an Moving Average Q [MA(Q)] Process
MA1Definition of an Moving Average Process of Order 1
make_frameDefault utility function for various plots titles
mean_diffMean of the First Difference of the Data
minrootObtain the smallest polynomial root
Mod_cppAbsolute Value or Modulus of a Complex Number.
model_objdescGenerate the ts model object description
model_process_descGenerate the ts model object's process desc
model_thetaGenerate the ts model object's theta vector
orderModelOrder the Model
PACFPartial Auto-Covariance and Correlation Functions
plot.ACFPlot Auto-Covariance and Correlation Functions
plot.gtsPlot simts Time Series Data
plot.ltsPlot Latent Time Series Data
plot.PACFPlot Partial Auto-Covariance and Correlation Functions
plus-.ts.modelAdd ts.model objects together
print_dataPrint simts Objects
print.ts.modelMultiply a ts.model by constant
QNCreate an Quantisation Noise (QN) Process
read_imuRead an IMU Binary File into R
read.imuRead an IMU Binary File into R
resid_plotPlot the Distribution of (Standardized) Residuals
reverse_vecReverse Armadillo Vector
rfilterTime Series Recursive Filters
RWCreate an Random Walk (RW) Process
salesSales Dataset
SARIMACreate a Seasonal Autoregressive Integrated Moving Average...
SARMACreate a Seasonal Autoregressive Moving Average (SARMA)...
sarma_calculate_spaddingCalculates Length of Seasonal Padding
sarma_componentsDetermine parameter expansion based upon objdesc
sarma_expandExpand Parameters for an SARMA object
sarma_expand_unguided(Internal) Expand the SARMA Parameters
sarma_params_constructEfficient way to merge items together
savingrtPersonal Saving Rate
select_armaRun Model Selection Criteria on ARIMA Models
simplified_print_SARIMASimplify and print SARIMA model
simts-packagesimts: Time Series Simulation
sub-.imuSubset an IMU Object
times-.ts.modelMultiple a ts.model by constant
unitConversionConvert Unit of Time Series Data
update.ltsUpdate Object Attribute
update_objUpdate the Attributes of Objects
valueObtain the value of an object's properties
WNCreate an White Noise (WN) Process
SMAC-Group/simts documentation built on Feb. 21, 2018, 3:34 p.m.