Nonparametric estimators and tests for time series analysis. The functions use bootstrap techniques and robust nonparametric difference-based estimators to test for the presence of possibly nonmonotonic trends and for synchronism of trends in multiple time series.
| Version: | 8.2 |
| Depends: | R (≥ 3.0.0) |
| Imports: | Jmisc, Kendall, Rdpack, FNN, dbscan, igraph |
| Suggests: | covid19us, Ecdat, ggplot2, gridExtra, knitr, patchwork, randomcoloR, readxl, reshape2, rmarkdown |
| Published: | 2022-02-22 |
| Author: | Vyacheslav Lyubchich
|
| Maintainer: | Vyacheslav Lyubchich <lyubchich at umces.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | funtimes results |
| Reference manual: | funtimes.pdf |
| Vignettes: |
Beale's estimator and sample size calculation Tests for trends in time series Clustering time series using funtimes package |
| Package source: | funtimes_8.2.tar.gz |
| Windows binaries: | r-devel: funtimes_8.2.zip, r-release: funtimes_8.2.zip, r-oldrel: funtimes_8.2.zip |
| macOS binaries: | r-release (arm64): funtimes_8.2.tgz, r-oldrel (arm64): funtimes_8.2.tgz, r-release (x86_64): funtimes_8.2.tgz, r-oldrel (x86_64): funtimes_8.2.tgz |
| Old sources: | funtimes archive |
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