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.


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Reference manual

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install.packages("funtimes")

6.1 by Vyacheslav Lyubchich, 6 months ago


Browse source code at https://github.com/cran/funtimes


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