Hypothesis Tests for Functional Time Series

Provides an array of white noise hypothesis tests for functional data and related visualizations. These include tests based on the norms of autocovariance operators that are built under both strong and weak white noise assumptions. Additionally, tests based on the spectral density operator and on principal component dimensional reduction are included, which are built under strong white noise assumptions. These methods are described in Kokoszka et al. (2017) , Characiejus and Rice (2019) , and Gabrys and Kokoszka (2007) , respectively.


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install.packages("wwntests")

1.0.0 by Daniel Petoukhov, 6 months ago


Report a bug at https://github.com/jimthemadmanlahey/wwntests/issues


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


Authors: Daniel Petoukhov [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports sde, stats, ftsa, rainbow, MASS, graphics

Suggests testthat, knitr, rmarkdown, fOptions, CompQuadForm, tensorA


See at CRAN