funtimes-package

funtimes: Functions for Time Series Analysis

Advances in multiple aspects of time-series analysis are documented in this package. See available vignettes using

browseVignettes(package = "funtimes")

Tests for trends applicable to autocorrelated data, see

vignette("trendtests", package = "funtimes")

include bootstrapped versions of t-test and Mann--Kendall test if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Noguchi_etal_2011",package="funtimes",cached_env=.Rdpack.currefs)

and bootstrapped version of WAVK test for possibly non-monotonic trends if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Lyubchich_etal_2013_wavk",package="funtimes",cached_env=.Rdpack.currefs) . The WAVK test is further applied in testing synchronicity of trends if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Lyubchich_Gel_2016_synchronism",package="funtimes",cached_env=.Rdpack.currefs) ; see an implementation to climate data in if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Lyubchich_2016_trends;textual",package="funtimes",cached_env=.Rdpack.currefs) . With iterative testing, the synchronicity test is also applied for identifying clusters of multiple time series if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Ghahari_etal_2017_MBDCE",package="funtimes",cached_env=.Rdpack.currefs) .

Additional clustering methods are implemented using functions BICC if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Schaeffer_etal_2016_trust",package="funtimes",cached_env=.Rdpack.currefs)

and DR if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Huang_etal_2018_riding",package="funtimes",cached_env=.Rdpack.currefs) ; function purity can be used to assess the accuracy of clustering if true classes are known.

Changepoint detection methods include modified CUSUM-based bootstrapped test if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Lyubchich_etal_2020_changepoints",package="funtimes",cached_env=.Rdpack.currefs) .

Additional functions include implementation of the Beale's ratio estimator, see

vignette("beales", package = "funtimes")

Nonparametric comparison of tails of distributions is implemented using small bins defined based on quantiles if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Soliman_etal_2015_insurance",package="funtimes",cached_env=.Rdpack.currefs)

or intervals in the units in which the data are recorded if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="Lyubchich_Gel_2017_insurance",package="funtimes",cached_env=.Rdpack.currefs) .

For a list of currently deprecated functions, use ?'funtimes-deprecated'

For a list of defunct (removed) functions, use ?'funtimes-defunct' package

References

if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_all_ref(.Rdpack.currefs)

Author(s)

Maintainer : Vyacheslav Lyubchich lyubchich@umces.edu (ORCID)

Authors:

• Yulia R. Gel
• Srishti Vishwakarma

Other contributors:

• Alexander Brenning [contributor]
• Calvin Chu [contributor]
• Xin Huang [contributor]
• Umar Islambekov [contributor]
• Palina Niamkova [contributor]
• Dorcas Ofori-Boateng [contributor]
• Ethan D. Schaeffer [contributor]
• Xingyu Wang [contributor]