Package index • fChange

All functions

SPYUS500: S&P 500 Index Data

acf() pacf(): ACF/PACF Functions

adaptive_bandwidth(): Adaptive_bandwidth

autocorrelation(): Estimate the autocorrelation function of the series

autocovariance(): Estimate the autocovariance function of the series

mean(<dfts>) median(<dfts>): Average Functions for dfts Objects

cancer: Breast Cancer

center(): Generic Centering of Data

cidr() ocidr(): Compute (Overnight) Cumulative Intraday Returns

confidence_interval(): Change Point Confidence Intervals

dfts() as.dfts() is.dfts(): dfts Objects

Math(<dfts>) Ops(<dfts>) cumsum(<dfts>): Group Generic Functions

diff(<dfts>): Difference dfts

dim(<dfts>): Dimension of dfts Object

electricity: Spanish Spot Electricity Data

`[`(<dfts>) `[<-`(<dfts>): Extract or Replace parts of dfts object

fchange(): Change Point Detection

generate_brownian_bridge(): Generate a Brownian Bridge Process

generate_brownian_motion(): Generate a Brownian Motion Process

generate_data(): Generate Functional Data

generate_far1(): Generate FAR(1) Data

generate_karhunen_loeve(): Generate functional data

generate_ornstein_uhlenbeck(): Generate Data via Ornstein-Uhlenbeck Process

impute(): Functional Imputation

truncated_kernel() bartlett_kernel() parzen_kernel() tukey_hanning_kernel() quadratic_spectral_kernel() daniell_kernel() flat_top_kernel(): Kernel Functions

kpss_test(): Functional KPSS Test

lag(<dfts>): Lag dfts objects

long_run_covariance(): Estimate Long-run Covariance Kernel

max(<dfts>) min(<dfts>): Max / Min for dfts Objects

pca(): Generic Function for Principal Component Analysis

pca_components(): Functional PCA Components

pca_examination(): Principal Component Exploration

plot(<dfts>): Plot dfts objects

portmanteau_tests(): Functional Hypothesis Tests for Functional Data

print(<dfts>): Print dfts objects

projection_model(): Projection-based functional data model

qqplot(): QQ Plot Generic Function

quantile(<dfts>): Quantile dfts

rates: US Yield Curves

sacf(): Functional Spherical Autocorrelation Function

sd() var(): Generic Function for Variance and Standard Deviation Computation

space_measuring_functions(): Compute Spacing Measuring Functions

stat_3D(): Draw 3D Geoms for ggplot2

stationarity_test(): Functional Stationarity Test

summary(<dfts>): Summary for dfts Object

temperature: Australian Temperature Data