autocorr: Testing Autocorrelation through bootstrap and surrogate methods
Version 0.1

Different methods for testing autocorrelation are implemented. Two asymptotic methods including the 1/T approximation method and the Bartlett's formula method are implemented. Two resampling techniques including the moving block bootstrap and the surrogate data method are also provided.

AuthorZijun Ke & Zhiyong Zhang
Date of publication2015-10-18 18:57:38
MaintainerZijun Ke <keziyun@mail.sysu.edu.cn>
LicenseGPL
Version0.1
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("autocorr", repos="http://R-Forge.R-project.org")

Getting started

Package overview

Popular man pages

autocorr-package: Asymptotic methods and resampling techniques for testing...
autocorr.test: The main function for the six tests of autocorrelations
Bartlett_Shumway: Standard error estimates based on Bartlett's formula
BCa.CI: Bias-corrected and accelerated confidence intervals.
JN.NB: The acceleration constant for the surrogate data method.
Perc.CI: Percentile intervals.
VMB: The vectorized moving block bootstrap
See all...

All man pages Function index File listing

Man pages

autocorr-package: Asymptotic methods and resampling techniques for testing...
autocorr.test: The main function for the six tests of autocorrelations
BartlettSE: Standard error estimates based on Bartlett's formula
Bartlett_Shumway: Standard error estimates based on Bartlett's formula
BCa.CI: Bias-corrected and accelerated confidence intervals.
corr.VMB: Estimating autocorrelations for vectorized moving block...
JN.NB: The acceleration constant for the surrogate data method.
JN.VMB: The acceleration for the vectorized moving block bootstrap.
pair.VMB: Forming pairs of observations for the vectorized moving block...
Perc.CI: Percentile intervals.
Surrogate: The surrogate data method
Test.CI: Performing hypothesis testing using confidence intervals.
VMB: The vectorized moving block bootstrap

Functions

BCa.CI Man page Source code
BartlettSE Man page Source code
Bartlett_Shumway Man page Source code
JN.NB Man page Source code
JN.VMB Man page Source code
Perc.CI Man page Source code
Surrogate Man page Source code
Test.CI Man page Source code
VMB Man page Source code
autocorr Man page
autocorr-package Man page
autocorr.test Man page Source code
corr.VMB Man page Source code
pair.VMB Man page Source code

Files

DESCRIPTION
NAMESPACE
R
R/AutoCorr.R
man
man/BCa.CI.Rd
man/BartlettSE.Rd
man/Bartlett_Shumway.Rd
man/JN.NB.Rd
man/JN.VMB.Rd
man/Perc.CI.Rd
man/Surrogate.Rd
man/Test.CI.Rd
man/VMB.Rd
man/autocorr-package.Rd
man/autocorr.test.Rd
man/corr.VMB.Rd
man/pair.VMB.Rd
autocorr documentation built on May 21, 2017, 3:45 a.m.

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