Functions for Time Series Analysis

Includes non-parametric estimators and tests for time series analysis. The functions are to test for presence of possibly non-monotonic trends and for synchronism of trends in multiple time series, using modern bootstrap techniques and robust non-parametric difference-based estimators.


Reference manual

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6.1 by Vyacheslav Lyubchich, 6 months ago

Browse source code at

Authors: Vyacheslav Lyubchich [aut, cre] , Yulia R. Gel [aut] , Calvin Chu [ctb] , Xin Huang [ctb] , Ethan D. Schaeffer [ctb] , Srishti Vishwakarma [ctb] , Xingyu Wang [ctb]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports dbscan, Jmisc, Kendall, Rdpack

See at CRAN