Package: STFTS 0.1.0
STFTS: Statistical Tests for Functional Time Series
A collection of statistical hypothesis tests of functional time series. While it will include more tests when the related literature are enriched, this package contains the following key tests: functional stationarity test, functional trend stationarity test, functional unit root test, to name a few.
Authors:
STFTS_0.1.0.tar.gz
STFTS_0.1.0.zip(r-4.5)STFTS_0.1.0.zip(r-4.4)STFTS_0.1.0.zip(r-4.3)
STFTS_0.1.0.tgz(r-4.4-any)STFTS_0.1.0.tgz(r-4.3-any)
STFTS_0.1.0.tar.gz(r-4.5-noble)STFTS_0.1.0.tar.gz(r-4.4-noble)
STFTS_0.1.0.tgz(r-4.4-emscripten)STFTS_0.1.0.tgz(r-4.3-emscripten)
STFTS.pdf |STFTS.html✨
STFTS/json (API)
NEWS
| # Install 'STFTS' in R: |
| install.packages('STFTS', repos = c('https://cspun.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.
Last updated 3 years agofrom:d4f6d9cea4. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 01 2024 |
| R-4.5-win | OK | Nov 01 2024 |
| R-4.5-linux | OK | Nov 01 2024 |
| R-4.4-win | OK | Nov 01 2024 |
| R-4.4-mac | OK | Nov 01 2024 |
| R-4.3-win | OK | Nov 01 2024 |
| R-4.3-mac | OK | Nov 01 2024 |
Exports:dataset_bbdataset_bmdataset_dbbdataset_sbbdefault_kernelest_eigenvalueFKPSS_teststatfkpsstfstFST_teststat_MNFST_teststat_TNfurtpartial_sum
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Integrals of Squared Brownian Bridge | dataset_bb |
| Integrals of Squared Brownian Motion | dataset_bm |
| Integrals of Squared De-meaned Brownian Bridge | dataset_dbb |
| Integrals of Squared Second-level Brownian Bridge | dataset_sbb |
| Default Kernel Function | default_kernel |
| Eigenvalues of An Estimated Long-run Covariance Function | est_eigenvalue |
| Test Statistic in Functional KPSS Test | FKPSS_teststat |
| Functional KPSS Test | fkpsst |
| Functional Stationarity Test | fst |
| Test Statistic M_N in Functional Stationarity Test | FST_teststat_MN |
| Test Statistic T_N in Functional Stationarity Test | FST_teststat_TN |
| Functional Unit Root Test | furt |
| Partial Sum | partial_sum |
