CRAN/E | STFTS

STFTS

Statistical Tests for Functional Time Series

Installation

About

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.

Key Metrics

Version 0.1.0
R ≥ 2.10
Published 2021-08-19 833 days ago
Needs compilation? no
License GPL-2
CRAN checks STFTS results
Language en-US

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Maintainer

Maintainer

Chi Seng Pun

cspun@ntu.edu.sg

Authors

Yichao Chen

aut

Chi Seng Pun

cre / aut

Material

NEWS
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 2.10

Imports

e1071

Suggests

testthat ≥ 3.0.0