Man pages for ajmcneil/spectralBacktest
Spectral Backtests of Forecast Distributions
| bispectral_MDtest | Bispectral MD test |
| bispectral_Ztest | Spectral Z-test for bikernel |
| cross_moment_to_correlation | Cross-moment to correlation. |
| CVT_PtildePower | Power MD-lag function |
| CVT_twotail | Two-sided tail MD-lag function |
| CVT_uppertail | One-sided upper-tail CVT |
| dot-bikernel_correlation | Generic bikernel correlation function for inheritance of... |
| dot-monokernel_function | Generic singleton kernel function for inheritance of... |
| dot-monokernel_moments | Generic singleton kernel moment function for inheritance of... |
| empiricalH | Empirical H function from h_matrix or h_list input |
| hello | Hello, World! |
| lagmatrix | Matrix of lagged values of a vector |
| MD_regressor_matrix | MD regressor matrix |
| monospectral_h_matrix | Monospectral h matrix |
| monospectral_MDtest | Monospectral MD test |
| monospectral_Ztest | Spectral Z-test for mono-kernel |
| mu_arcsin | Arcsin moments |
| mu_beta | Beta moments |
| mu_discrete | Discrete kernel moments |
| mu_epanechnikov | Epanechnikov moments |
| mu_exponential | Exponential moments |
| mu_linear | Linear moments |
| multispectral_h_matrix | Multispectral h matrix |
| multispectral_Ztest | Spectral Z-test for multikernel |
| mu_pearson | Binomial kernel moments for the Pearson test. |
| mu_probitnormal | Probitnormal score kernel moments |
| mu_uniform | Uniform moments |
| nu_arcsin | Arcsin kernel function |
| nu_beta | Beta kernel function |
| nu_discrete | Discrete kernel function |
| nu_epanechnikov | Epanechnikov kernel function |
| nu_exponential | Exponential kernel function |
| nu_linear | Linear kernel function |
| nu_pearson | Binomial kernel function for use in Pearson test. |
| nu_probitnormal | Probitnormal score kernel function |
| nu_uniform | Uniform kernel function |
| partialinfoH | Partial information H function from h_matrix or h_list input |
| rho_arcsin_epanechnikov | Arcsin/Epanechnikov correlation |
| rho_beta_beta | Beta/Beta correlation |
| rho_linear_linear | Linear/Linear correlation (positive/negative) |
| rho_pearson | Pearson correlation |
| rho_probitnormal | Probitnormal score correlation |
| rho_PtildePower | Correlation of power MD-lag functions |
| rHS_arma | Simulation HS |
| spectralBacktest | spectralBacktest: Package for spectral backtesting of... |
| spectral_MDtest | Spectral MD test |
| spectral_Ztest | Spectral Z-test for any kernel type |
| theoreticalH | Theoretical H function from CVT input for bispectral and... |
| truncatePIT | Truncate PIT to a kernel window and (optionally) rescale to... |
