Package: FTSgof 1.0.0

Mihyun Kim

FTSgof: White Noise and Goodness-of-Fit Tests for Functional Time Series

It offers comprehensive tools for the analysis of functional time series data, focusing on white noise hypothesis testing and goodness-of-fit evaluations, alongside functions for simulating data and advanced visualization techniques, such as 3D rainbow plots. These methods are described in Kokoszka, Rice, and Shang (2017) <doi:10.1016/j.jmva.2017.08.004>, Yeh, Rice, and Dubin (2023) <doi:10.1214/23-EJS2112>, Kim, Kokoszka, and Rice (2023) <doi:10.1214/23-ss143>, and Rice, Wirjanto, and Zhao (2020) <doi:10.1111/jtsa.12532>.

Authors:Mihyun Kim [aut, cre], Chi-Kuang Yeh [aut], Yuqian Zhao [aut], Gregory Rice [ctb]

FTSgof_1.0.0.tar.gz
FTSgof_1.0.0.zip(r-4.5)FTSgof_1.0.0.zip(r-4.4)FTSgof_1.0.0.zip(r-4.3)
FTSgof_1.0.0.tgz(r-4.4-any)FTSgof_1.0.0.tgz(r-4.3-any)
FTSgof_1.0.0.tar.gz(r-4.5-noble)FTSgof_1.0.0.tar.gz(r-4.4-noble)
FTSgof_1.0.0.tgz(r-4.4-emscripten)FTSgof_1.0.0.tgz(r-4.3-emscripten)
FTSgof.pdf |FTSgof.html✨
FTSgof/json (API)

# Install 'FTSgof' in R:
install.packages('FTSgof', repos = c('https://veritasmih.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/veritasmih/ftsgof/issues

Datasets:
  • EF - Daily Eurodollar Futures Curves
  • Spanish_elec - Spanish electricity daily price profiles
  • sp500 - S&P 500 Index Price Data

On CRAN:

4.18 score 3 scripts 183 downloads 15 exports 75 dependencies

Last updated 2 months agofrom:aa2acbf1bd. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 06 2024
R-4.5-winOKNov 06 2024
R-4.5-linuxOKNov 06 2024
R-4.4-winOKNov 06 2024
R-4.4-macOKNov 06 2024
R-4.3-winOKNov 06 2024
R-4.3-macOKNov 06 2024

Exports:dgp.fardgp.fgarchdgp.oufACFfACF_testfCH_testfport_edafport_goffport_wnfSACFfSACF_testgof_fargof_fGARCHOCIDRrainbow3D

Dependencies:ashbase64encbitopsbslibcachemcliclustercolorspacedeSolvedigestevaluatefansifarverfastmapfdafdsFNNfontawesomefsggplot2gluegtablehdrcdehighrhtmltoolshtmlwidgetsisobandjquerylibjsonlitekernlabKernSmoothknitrkslabelinglatticelifecyclelocfitmagrittrMASSMatrixmclustmemoisemgcvmimemulticoolmunsellmvtnormnlmenloptrpcaPPpillarpkgconfigpracmaR6rainbowrappdirsRColorBrewerRcppRCurlrglrlangrmarkdownsassscalessdesfsmisctibbletinytexutf8vctrsviridisLitewithrxfunyamlzoo

FTSgof

Rendered fromFTSgof.Rmdusingknitr::rmarkdownon Nov 06 2024.

Last update: 2024-10-05
Started: 2024-10-05