Man pages for SMAC-Group/simts
Time Series Analysis Tools

acf_sumHelper Function for ARMA to WV Approximation
AIC.fitsimtsAkaike's Information Criterion
all_bootstrapperBootstrap for Everything!
ARCreate an Autoregressive P [AR(P)] Process
AR1Definition of an Autoregressive Process of Order 1
ar1_drawRandomly guess starting parameters for AR1
ar1_to_gmTransform AR1 to GM
ar1_to_wvAR(1) process to WV
ARIMACreate an Autoregressive Integrated Moving Average (ARIMA)...
ARMACreate an Autoregressive Moving Average (ARMA) Process
ARMA11Definition of an ARMA(1,1)
arma11_to_wvARMA(1,1) to WV
ARMAacf_cppCompute Theoretical ACF for an ARMA Process
arma_adapterARMA Adapter to ARMA to WV Process function
arma_drawsRandomly guess starting parameters for ARMA
ARMAtoMA_cppConverting an ARMA Process to an Infinite MA Process
arma_to_wvARMA process to WV
arma_to_wv_appARMA process to WV Approximation
australiaQuarterly Increase in Stocks Non-Farm Total, Australia
auto_corrEmpirical ACF and PACF
auto_imu_cppFind the auto imu result
batch_modwt_wvar_cppComputes the MO/DWT wavelet variance for multiple processes
best_modelSelect the Best Model
bl14_filterbl14 filter construction
bl20_filterbl20 filter construction
B_matrixB Matrix
boot_pval_gofGenerate the Confidence Interval for GOF Bootstrapped
bootstrap_gof_testCompute the Bootstrapped GoF Test
brick_wallRemoval of Boundary Wavelet Coefficients
build_model_setBuild List of Unique Models
calculate_psi_matrixCalculate the Psi matrix
cfilterTime Series Convolution Filters
checkDiagnostics on Fitted Time Series Model
ci_eta3Generate eta3 confidence interval
ci_eta3_robustGenerate eta3 robust confidence interval
ci_wave_varianceGenerate a Confidence intervval for a Univariate Time Series
code_zeroOptim loses NaN
combCombine math expressions
compare_acfComparison of Classical and Robust Correlation Analysis...
compute_cov_cppComputes the (MODWT) wavelet covariance matrix
corr_analysisCorrelation Analysis Functions
count_modelsCount Models
cov_bootstrapperBootstrap for Matrix V
custom_legendCustom legend function
d16_filterd16 filter construction
d4_filterd4 filter construction
d6_filterd6 filter construction
d8_filterd8 filter construction
decomp_theoretical_wvEach Models Process Decomposed to WV
decomp_to_theo_wvDecomposed WV to Single WV
deriv_2nd_ar1Analytic second derivative matrix for AR(1) process
deriv_2nd_arma11Analytic D matrix for ARMA(1,1) process
deriv_2nd_drAnalytic second derivative matrix for drift process
deriv_2nd_ma1Analytic second derivative for MA(1) process
deriv_ar1Analytic D matrix for AR(1) process
deriv_arma11Analytic D matrix for ARMA(1,1) process
derivative_first_matrixAnalytic D matrix of Processes
deriv_drAnalytic D matrix for Drift (DR) Process
deriv_ma1Analytic D matrix for MA(1) process
deriv_qnAnalytic D matrix for Quantization Noise (QN) Process
deriv_rwAnalytic D matrix Random Walk (RW) Process
deriv_wnAnalytic D Matrix for a Gaussian White Noise (WN) Process
desc.to.ts.modelCreate a ts.model from desc string
dft_acfDiscrete Fourier Transformation for Autocovariance Function
diag_boxpierceBox-Pierce
diag_ljungboxLjung-Box
diag_plotDiagnostic Plot of Residuals
diag_portmanteau_Portmanteau Tests
diff_cppLagged Differences in Armadillo
diff_invDiscrete Intergral: Inverse Difference
D_matrixAnalytic D matrix of Processes
do_polyroot_armaRoot Finding C++
do_polyroot_cppRoot Finding C++
dot-acfAuto-Covariance and Correlation Functions
DRCreate an Drift (DR) Process
dr_to_wvDrift to WV
dwt_cppDiscrete Wavelet Transform
e_driftExpected value DR
estimateFit a Time Series Model to Data
evaluateEvalute a time series or a list of time series models
fast_cov_cppComputes the (MODWT) wavelet covariance matrix using...
field_to_matrixTransform an Armadillo field<vec> to a matrix
find_full_modelFind the Common Denominator of the Models
fk14_filterfk14 filter construction
fk22_filterfk22 filter construction
fk4_filterfk4 filter construction
fk6_filterfk6 filter construction
fk8_filterfk8 filter construction
format_ciFormat the Confidence Interval for Estimates
gen_ar1Generate an Autoregressive Order 1 ( AR(1) ) sequence
gen_ar1blocksGenerate AR(1) Block 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_gtsSimulate a simts TS object using a theoretical model
gen_ltsGenerate a Latent Time Series Object Based on a 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))
getObjFunRetrieve GMWM starting value from Yannick's objective...
getObjFunStartingRetrieve GMWM starting value from Yannick's objective...
get_summaryRouting function for summary info
GMCreate a Gauss-Markov (GM) Process
gm_convGM Conversion
gm_to_ar1Transform GM to AR1
gmwmGeneralized Method of Wavelet Moments (GMWM) for IMUs, ARMA,...
gmwm_engineEngine for obtaining the GMWM Estimator
gmwm_imuGMWM for (Robust) Inertial Measurement Units (IMUs)
gmwm_master_cppMaster Wrapper for the GMWM Estimator
gmwm_param_bootstrapperBootstrap for Estimating Both Theta and Theta SD
gmwm_sd_bootstrapperBootstrap for Standard Deviations of Theta Estimates
gmwm_update_cppUpdate Wrapper for the GMWM Estimator
gof_testCompute the GOF Test
gtsCreate a simts TS object using time series data
gts_timeTime of a gts object
guess_initialRandomly guess a starting parameter
guess_initial_oldRandomly guess a starting parameter
haar_filterHaar filter construction
hasObtain the value of an object's properties
hydroMean Monthly Precipitation, from 1907 to 1972
idf_armaIndirect Inference for ARMA
idf_arma_totalIndirect Inference for ARMA
imu_timePulls the IMU time from the IMU object
invert_checkCheck Invertibility Conditions
is_funcIs simts Object
is.wholeInteger Check
jacobian_armaCalculates the Jacobian for the ARMA process
la16_filterla16 filter construction
la20_filterla20 filter construction
la8_filterla8 filter construction
lm_armaMLR in Armadillo
lm_drLinear Regression with Drift
logitLogit Function
logit2Logit2 Function
logit2_invLogit2 Inverse Function
logit_invLogit Inverse Function
ltsGenerate a Latent Time Series Object from Data
m2_driftSecond moment DR
MACreate an Moving Average Q [MA(Q)] Process
MA1Definition of an Moving Average Process of Order 1
ma1_to_wvMoving Average Order 1 (MA(1)) to WV
make_frameDefault utility function for various plots titles
MAPEMedian Absolute Prediction Error
mb16_filtermb16 filter construction
mb24_filtermb24 filter construction
mb4_filtermb4 filter construction
mb8_filtermb8 filter construction
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_scoreModel Score
model_thetaGenerate the ts model object's theta vector
modwt_cppMaximum Overlap Discrete Wavelet Transform
modwt_wvar_cppComputes the (MODWT) wavelet variance
np_boot_sd_medBootstrap standard error for the median
num_repReplicate a Vector of Elements n times
obj_extractExtract Object
optimism_bootstrapperBootstrap for Optimism
opt_n_gof_bootstrapperBootstrap for Optimism and GoF
order_AR1sOrder AR1s by size of phi.
orderModelOrder the Model
plot.gtsPlot simts Time Series Data
plot.ltsPlot Latent Time Series Object
plot.PACFPlot Partial Auto-Covariance and Correlation Functions
plot_predPlot Time Series Forecast Function
plot.simtsACFPlot Auto-Covariance and Correlation Functions
plus-.ts.modelAdd ts.model objects together
predict.fitsimtsTime Series Prediction
predict.gmwmPredict future points in the time series using the solution...
print_dataPrint simts Objects
print.fitsimtsPrint fitsimts object
print.gmwmPrint gmwm object
print.summary.gmwmPrint summary.gmwm object
print.ts.modelMultiply a ts.model by constant
pseudo_logitPseudo Logit Function
pseudo_logit_invPseudo Logit Inverse Function
qmfQuadrature Mirror Filter
QNCreate an Quantisation Noise (QN) Process
qn_to_wvQuantisation Noise (QN) to WV
quantile_cppFind Quantiles
rank_models_cppFind the Rank Models result
Rcpp_ARIMAHook into R's ARIMA function
read_imuRead an IMU Binary File into R
resid_plotPlot the Distribution of (Standardized) Residuals
rev_col_subsetReverse Subset Column
reverse_vecReverse Armadillo Vector
rev_row_subsetReverse Subset Row
rfilterTime Series Recursive Filters
rgmwmGMWM for Robust/Classical Comparison
rtruncated_normalTruncated Normal Distribution Sampling Algorithm
RWCreate an Random Walk (RW) Process
RW2dimensionFunction to Compute Direction Random Walk Moves
rw_to_wvRandom Walk to WV
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
scales_cppComputes the MODWT scales
selectTime Series Model Selection
select_arimaRun Model Selection Criteria on ARIMA Models
select_filterSelect the Wavelet Filter
seq_cppGenerate a sequence of values
seq_len_cppGenerate a sequence of values based on supplied number
set_seedSet the RNG Seed from within Rcpp
simple_diag_plotBasic Diagnostic Plot of Residuals
simplified_print_SARIMASimplify and print SARIMA model
simts-packagesimts: Time Series Analysis Tools
sort_matSort Matrix by Column
sum_field_vecAccumulation of Armadillo field<vec>
summary.fitsimtsSummary of fitsimts object
summary.gmwmSummary of GMWM object
theo_acfTheoretical Autocorrelation (ACF) of an ARMA process
theo_pacfTheoretical Partial Autocorrelation (PACF) of an ARMA process
theoretical_wvModel Process to WV
theta_ciGenerate the Confidence Interval for Theta Estimates
times-.ts.modelMultiple a ts.model by constant
transform_valuesTransform Values for Optimization
unitConversionConvert Unit of Time Series Data
untransform_valuesRevert Transform Values for Display
update.gmwmUpdate (Robust) GMWM object for IMU or SSM
update.ltsUpdate Object Attribute
update_objUpdate the Attributes of Objects
valueObtain the value of an object's properties
var_driftVariance DR
vector_to_setConversion function of Vector to Set
w4_filterw4 filter construction
wave_varianceGenerate a Wave Variance for a Univariate Time Series
WNCreate an White Noise (WN) Process
wn_to_wvGaussian White Noise to WV
wvar_cppComputes the (MODWT) wavelet variance
SMAC-Group/simts documentation built on Nov. 16, 2018, 8:05 a.m.