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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.
Version: | 9.1 |
Depends: | R (≥ 3.5.0) |
Imports: | dbscan, Kendall, lmtest, mlVAR, parallel, Rdpack, sandwich, vars |
Suggests: | covid19us, Ecdat, ggplot2, gridExtra, knitr, patchwork, randomcoloR, readxl, reshape2, rmarkdown |
Published: | 2023-03-21 |
DOI: | 10.32614/CRAN.package.funtimes |
Author: | Vyacheslav Lyubchich
|
Maintainer: | Vyacheslav Lyubchich <lyubchich at umces.edu> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
In views: | TimeSeries |
CRAN checks: | funtimes results |
Reference manual: | funtimes.pdf |
Vignettes: |
Beale's estimator and sample size calculation Tests for trends in time series Clustering time series using funtimes package |
Package source: | funtimes_9.1.tar.gz |
Windows binaries: | r-devel: funtimes_9.1.zip, r-release: funtimes_9.1.zip, r-oldrel: funtimes_9.1.zip |
macOS binaries: | r-release (arm64): funtimes_9.1.tgz, r-oldrel (arm64): funtimes_9.1.tgz, r-release (x86_64): funtimes_9.1.tgz, r-oldrel (x86_64): funtimes_9.1.tgz |
Old sources: | funtimes 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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