q.tails-defunct

internal

Nonparametric estimators and tests for time series analysis. The functions use bootstrap techniques and robust nonparametric difference-based estimators to test for the presence of possibly non-monotonic trends and for synchronicity of trends in multiple time series.

Vyacheslav Lyubchich

funtimes

Functions for Time Series Analysis

Yulia R. Gel

Alexander Brenning

Calvin Chu

Xin Huang

Umar Islambekov

Palina Niamkova

Dorcas Ofori-Boateng

Ethan D. Schaeffer

Srishti Vishwakarma

Xingyu Wang

q.tails-defunct function

Quantile-Based Tails Comparison — q.tails-defunct

Quantile-Based Tails Comparison

q.tails-defunct: Quantile-Based Tails Comparison

Description

Arguments

See Also