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 Noguchi_etal_2011funtimes
and bootstrapped version of WAVK test for possibly non-monotonic trends Lyubchich_etal_2013_wavkfuntimes.
The WAVK test is further applied in testing synchronicity of trends Lyubchich_Gel_2016_synchronismfuntimes;
see an implementation to climate data in Lyubchich_2016_trends;textualfuntimes.
With iterative testing, the synchronicity test is also applied for identifying clusters of
multiple time series Ghahari_etal_2017_MBDCEfuntimes.
Additional clustering methods are implemented using functions BICC Schaeffer_etal_2016_trustfuntimes
and DR Huang_etal_2018_ridingfuntimes;
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 Lyubchich_etal_2020_changepointsfuntimes.
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 Soliman_etal_2015_insurancefuntimes
or intervals in the units in which the data are recorded Lyubchich_Gel_2017_insurancefuntimes.
For a list of currently deprecated functions, use ?'funtimes-deprecated'
For a list of defunct (removed) functions, use ?'funtimes-defunct'
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]