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Provides a collection of white noise hypothesis tests for functional time series and related visualizations. These include tests based on the norms of autocovariance operators that are built under both strong and weak white noise assumptions. Additionally, tests based on the spectral density operator and on principal component dimensional reduction are included, which are built under strong white noise assumptions. Also, this package provides goodness-of-fit tests for functional autoregressive of order 1 models. These methods are described in Kokoszka et al. (2017) <doi:10.1016/j.jmva.2017.08.004>, Characiejus and Rice (2019) <doi:10.1016/j.ecosta.2019.01.003>, Gabrys and Kokoszka (2007) <doi:10.1198/016214507000001111>, and Kim et al. (2023) <doi:10.1214/23-SS143> respectively.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | sde, stats, ftsa, rainbow, MASS, graphics, fda |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown, CompQuadForm, tensorA |
| Published: | 2023-12-01 |
| Author: | Mihyun Kim [aut, cre], Daniel Petoukhov [aut] |
| Maintainer: | Mihyun Kim <mihyun.kim at mail.wvu.edu> |
| BugReports: | https://github.com/veritasmih/wwntests/issues |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | wwntests results |
| Reference manual: | wwntests.pdf |
| Vignettes: |
wwntests |
| Package source: | wwntests_1.1.0.tar.gz |
| Windows binaries: | r-devel: wwntests_1.1.0.zip, r-release: wwntests_1.1.0.zip, r-oldrel: wwntests_1.1.0.zip |
| macOS binaries: | r-release (arm64): wwntests_1.1.0.tgz, r-oldrel (arm64): wwntests_1.1.0.tgz, r-release (x86_64): wwntests_1.1.0.tgz, r-oldrel (x86_64): wwntests_1.1.0.tgz |
| Old sources: | wwntests archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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