Man pages for josephsdavid/tswgewrapped
Helpful wrappers for 'tswge', 'vars' and 'nnfor' time series packages
| aic5 | aic5: slightly faster model estimations todo: rewrite... |
| aicbic | aicbic function returns the top 5 aic and bic values for an... |
| ase | ASE calculator (specific to tswge) Takes the last... |
| assess | assessment function! assess a time series |
| calculate_ar1_varx | Computes the Population Variance of an AR(1) Time Series |
| calculate_arp_varx | Computes the Population Variance of an AR(p) Time Series Note... |
| calculate_ts_gamma | Computes Gamma (Auto Covariance of a time series realization) |
| calculate_ts_gamma0 | Computes Gamma0 (Variance of a time series realization) |
| calculate_ts_mean | Computes the Mean of a Time Series realization |
| calculate_ts_mean_confidence_interval | Computes the Confidence Interval of the Mean of a Time Series |
| calculate_ts_rho | Computes Rho (Auto Correlation of a time series realization) |
| calculate_ts_var_of_mean | Computes the Variance of the Sampling distribution of the... |
| check_stationarity | Wrapper to check the stationarity of a Time Series |
| compute_a | Given an AR(p,q) realization, this function estimates the... |
| compute_stda | Given the white noise estimates, this function computes the... |
| compute_vara | Given the white noise estimates, this function computes the... |
| difference | Time Series transformation |
| estimate | paramater estimation function |
| evaluate_residuals | Evaluate if the dats is consistent with white noise |
| factor.wge.season | Prints the factor table for a pure seasonal model (p = d = q... |
| fcst | forecast function! |
| generate | generator function! |
| generate_multiple_realization | Generate Multiple Realizations of a model Useful for checking... |
| get_all_a_calc | Given an AR(p,q) realization, this function estimates the... |
| hush | Prevents inter 'cat' statememt from printing |
| lag_dfr | lag_dfr: Lag columns of a data frame |
| ljung_box | ljung box test for white noise |
| mlag_dfr | mlag_dfr: Lag multiple columns of a data frame |
| ModelBuildMultivariateVAR | R6 class ModelBuildMultivariateVAR |
| ModelBuildNNforCaret | R6 class ModelBuildNNforCaret |
| ModelCombine | R6 class ModelCompareMultivariate |
| ModelCompareBase | R6 class ModelCompareBase |
| ModelCompareMultivariateVAR | R6 class ModelCompareMultivariate |
| ModelCompareNNforCaret | R6 class ModelCompareMultivariate |
| ModelCompareUnivariate | R6 class ModelCompareUnivariate |
| model_cor | Model Correlated data Interactively build a model of... |
| model_det | model with deterministic signal plus noise |
| model_mlr | Model as MLR model |
| MultivariateEDA | R6 class MultivariateEDA |
| overfit | overfit function produces an overfit table |
| phicheck | check if ar component is stationary (stolen from the R stats... |
| pipe | Pipe operator |
| playground | Playground: generate a random time series for practice |
| plot_multiple_realizations | Plot multiple realizations of a model Useful for checking... |
| plot_res | plot the residuals of a time series |
| rarima | radnom arima |
| rarma | random arma |
| raruma | random aruma |
| rsigpn | random signal plus noise |
| sliding_ase_univariate | Function to calculate the sliding window ASE for a model... |
| sliding_ase_var | Function to calculate the sliding window ASE for a model... |
| tswgewrapped-package | tswgewrapped: Helpful wrappers for 'tswge', 'vars' and... |
