Package: funtimes 9.1

Vyacheslav Lyubchich

funtimes: Functions for Time Series Analysis

Nonparametric estimators and tests for time series analysis. The functions use bootstrap techniques and robust nonparametric difference-based estimators to test for the presence of possibly non-monotonic trends and for synchronicity of trends in multiple time series.

Authors:Vyacheslav Lyubchich [aut, cre], Yulia R. Gel [aut], Alexander Brenning [ctb], Calvin Chu [ctb], Xin Huang [ctb], Umar Islambekov [ctb], Palina Niamkova [ctb], Dorcas Ofori-Boateng [ctb], Ethan D. Schaeffer [ctb], Srishti Vishwakarma [aut], Xingyu Wang [ctb]

funtimes_9.1.tar.gz
funtimes_9.1.tar.gz(r-4.5-noble)funtimes_9.1.tar.gz(r-4.4-noble)
funtimes_9.1.tgz(r-4.4-emscripten)funtimes_9.1.tgz(r-4.3-emscripten)
funtimes.pdf |funtimes.html✨
funtimes/json (API)

# Install 'funtimes' in R:

install.packages('funtimes', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.35 score 75 scripts 704 downloads 1 mentions 29 exports 129 dependencies

Last updated 2 years agofrom:8e1f4ab3b2. Checks:OK: 2. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 09 2024
R-4.5-linux	OK	Oct 09 2024

Exports:ARest AuePolyReg_test beales BICC causality_pred causality_predVAR ccf_boot CSlideCluster cumsumCPA_test CWindowCluster DR GombayCPA_test HVK i.tails mcusum_test mcusum.test notrend_test notrend.test purity q.tails sync_cluster sync_test sync.cluster sync.test tails_i tails_q WAVK wavk_test wavk.test

Dependencies:abind arm askpass backports base64enc boot bslib cachem checkmate cli cluster clusterGeneration coda codetools colorspace corpcor cpp11 curl data.table dbscan digest dplyr evaluate fansi farver fastDummies fastmap fdrtool fontawesome foreach foreign Formula fs generics ggplot2 glasso glmnet glue GPArotation graphicalVAR gridExtra gsubfn gtable gtools highr Hmisc htmlTable htmltools htmlwidgets httr igraph isoband iterators jpeg jquerylib jsonlite Kendall knitr labeling lattice lavaan lifecycle lme4 lmtest magrittr MASS Matrix memoise mgcv mime minqa mlVAR mnormt MplusAutomation munsell mvtnorm nlme nloptr nnet numDeriv openssl pander pbapply pbivnorm pillar pkgconfig plyr png proto psych qgraph quadprog R6 rappdirs rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reshape2 rlang rmarkdown rpart rstudioapi sandwich sass scales shape stringi stringr strucchange survival sys texreg tibble tidyselect tinytex urca utf8 vars vctrs viridis viridisLite withr xfun xtable yaml zoo

Beale's estimator and sample size calculation

Vyacheslav Lyubchich

Rendered frombeales.Rmdusingknitr::rmarkdownon Oct 09 2024.

Last update: 2022-02-22
Started: 2020-11-27

Clustering time series using funtimes package

Srishti Vishwakarma

Rendered fromtsclusters.Rmdusingknitr::rmarkdownon Oct 09 2024.

Last update: 2022-09-08
Started: 2022-02-22

Tests for trends in time series

Vyacheslav Lyubchich

Rendered fromtrendtests.Rmdusingknitr::rmarkdownon Oct 09 2024.

Last update: 2022-02-22
Started: 2020-11-27

Help page	Topics
funtimes: Functions for Time Series Analysis	funtimes-package funtimes
Estimation of Autoregressive (AR) Parameters	ARest
Testing for Change Points in Time Series via Polynomial Regression	AuePolyReg_test
Beale's Estimator and Sample Size	beales
BIC-Based Spatio-Temporal Clustering	BICC
Out-of-sample Tests of Granger Causality	causality_pred
Out-of-sample Tests of Granger Causality using (Restricted) Vector Autoregression	causality_predVAR
Cross-Correlation of Autocorrelated Time Series	ccf_boot
Slide-Level Time Series Clustering	CSlideCluster
Change Point Detection in Time Series via a Linear Regression with Temporally Correlated Errors	cumsumCPA_test
Window-Level Time Series Clustering	CWindowCluster
Downhill Riding (DR) Procedure	DR
Change Point Detection in Autoregressive Time Series	GombayCPA_test
HVK Estimator	HVK
Change Point Test for Regression	mcusum_test
Sieve Bootstrap Based Test for the Null Hypothesis of no Trend	notrend_test
Clustering Purity	purity
Time Series Clustering based on Trend Synchronism	sync_cluster
Time Series Trend Synchronicity Test	sync_test
Interval-Based Tails Comparison	tails_i
Quantile-Based Tails Comparison	tails_q
WAVK Statistic	WAVK
WAVK Trend Test	wavk_test

Package: funtimes 9.1

funtimes: Functions for Time Series Analysis

Beale's estimator and sample size calculation

Clustering time series using funtimes package

Tests for trends in time series

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)