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LPTime (version 1.0-2)

LP Nonparametric Approach to Non-Gaussian Non-Linear Time Series Modelling

Description

Specially designed rank transform based Legendre Polynomial-like (LP) orthonormal transformations are implemented for non-linear signal processing.

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Version

Install

install.packages('LPTime')

Monthly Downloads

19

Version

1.0-2

License

GPL (>= 2)

Maintainer

Last Published

March 3rd, 2015

Functions in LPTime (1.0-2)

LPTime-package

Algorithm to analyze nonlinear time series data
VAR

Estimates a Vector Autoregressive model of order $p$.
LPTime

Fits Vector Autoregressive model on LP transformed time series data
EyeTrack.sample

EyeTrack.sample: Coordinates of eye-trajectory
LPTrans

This function computes $m$ specially-designed LP orthonormal basis functions of a random variable
LP.moment

Finds LP moments of a random variable or comoments of two random variables
LPiTrack

Algorithm for eye-movement signal processing