Man pages for kvasilopoulos/transx
Transform Univariate Time Series

blckRolling operations
blck_idxFunctions used to calculate non-overlapping blocks
blck_meanNon-Overapping Block Moment Calculations
demean-demedianRemoves measure of centrality from the series
diffx-rdiffx-ldiffxCompute lagged differnces
dtrendDeterministic Trend
fill_bothFill with 'locf' and 'nocb'
fill_linearFill with "linear approximation"
fill_locfFill with "Last Observation Carried Forward"
fill_nocbFill with "Next observation carried backwards"
fill_splineFill with "cubic spline interpolation"
fill_vecFill with values
fill_windowFill window functions
filter_bkBaxter-King Filter
filter_boosted_hpBoosted HP filter
filter_bwButterworth Filter
filter_cfChristiano-Fitzgerald Filter
filter_hamiltonHamilton Filter
filter_hpHodrick-Prescot Filter
filter_trTrigonometric regression Filter
gmeanGeometric Mean value
leadx-lagxCompute lagged or leading values
modexMode value
out_iqrDetect outliers with Tukey's method
out_ptDetect outliers with Percentiles
out_score_zDetect outliers with zscore
out_score_zrobDetect outliers Iglewicz and Hoaglin (1993) robust z-score...
out_thresholdDetect outliers with upper and lower threshold
out_winsoriseWinsorize
plotxPlotting wrapper around plot.default
pownth Power Transformation
pow_boxcoxBox-Cox Transformations
pow_manlyManly(1971) Transformations
pow_tukeyTukey Transformations Transformations
pow_yjYeo and Johnson(2000) Transformations
rebaseChange the base year
rec_maxRecursive
rec_meanRecursive
rec_medianRecursive
rec_minRecursive
rec_modeRecursive
rec_prodRecursive
rec_sdRecursive
rec_sumRecursive
rec_varRecursive
rollRolling operations
rootnth Root Transformation
scale_rangeRescale
scoreScore transformation
select_lambdaSelecting lambda
skewnessSkewness/Kurtosis Value
smooth_kernelKernel Regression Smoother
smooth_loessLOWESS smoother
smooth_maMoving-average smoothing
smooth_splineFit a Smoothing Spline
stdStandarization
kvasilopoulos/transx documentation built on Jan. 26, 2021, 6:14 p.m.