Functions for Time Series Analysis

Includes nonparametric 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 bootstrap techniques and robust nonparametric difference-based estimators.


Reference manual

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8.1 by Vyacheslav Lyubchich, 4 months ago

Browse source code at

Authors: Vyacheslav Lyubchich [aut, cre] , Yulia R. Gel [aut] , Alexander Brenning [ctb] , Calvin Chu [ctb] , Xin Huang [ctb] , Umar Islambekov [ctb] , Palina Niamkova [ctb] , Dorcas Ofori-Boateng [ctb] , Ethan D. Schaeffer [ctb] , Srishti Vishwakarma [ctb] , Xingyu Wang [ctb]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports Jmisc, Kendall, Rdpack, TDA, FNN, dbscan, igraph

Suggests covid19us, Ecdat, ggplot2, knitr, patchwork, randomcoloR, rmarkdown

See at CRAN