A collection of statistical hypothesis tests of functional time series. While it will include more tests when the related literature are enriched, this package contains the following key tests: functional stationarity test, functional trend stationarity test, functional unit root test, to name a few.
Version: | 0.1.0 |
Depends: | R (≥ 2.10) |
Imports: | e1071 |
Suggests: | testthat (≥ 3.0.0) |
Published: | 2021-08-19 |
DOI: | 10.32614/CRAN.package.STFTS |
Author: | Yichao Chen [aut], Chi Seng Pun [cre, aut] |
Maintainer: | Chi Seng Pun <cspun at ntu.edu.sg> |
License: | GPL-2 |
NeedsCompilation: | no |
Language: | en-US |
Materials: | NEWS |
In views: | TimeSeries |
CRAN checks: | STFTS results |
Reference manual: | STFTS.pdf |
Package source: | STFTS_0.1.0.tar.gz |
Windows binaries: | r-devel: STFTS_0.1.0.zip, r-release: STFTS_0.1.0.zip, r-oldrel: STFTS_0.1.0.zip |
macOS binaries: | r-release (arm64): STFTS_0.1.0.tgz, r-oldrel (arm64): STFTS_0.1.0.tgz, r-release (x86_64): STFTS_0.1.0.tgz, r-oldrel (x86_64): STFTS_0.1.0.tgz |
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