Functional Change Point Detection and Analysis

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Documentation for package ‘fChange’ version 2.1.0

Help Pages

acf ACF/PACF Functions
acf.default ACF/PACF Functions
acf.dfts ACF/PACF Functions
adaptive_bandwidth Adaptive_bandwidth
as.dfts dfts Objects
autocorrelation Estimate the autocorrelation function of the series
autocovariance Estimate the autocovariance function of the series
average Average Functions for dfts Objects
bartlett_kernel Kernel Functions
cancer Breast Cancer
center Generic Centering of Data
center.data.frame Generic Centering of Data
center.default Generic Centering of Data
center.dfts Generic Centering of Data
center.matrix Generic Centering of Data
cidr Compute (Overnight) Cumulative Intraday Returns
confidence_interval Change Point Confidence Intervals
cumsum.dfts Group Generic Functions
daniell_kernel Kernel Functions
dfts dfts Objects
dfts_group Group Generic Functions
diff.dfts Difference dfts
dim.dfts Dimension of dfts Object
electricity Spanish Spot Electricity Data
extract Extract or Replace parts of dfts object
fchange Change Point Detection
flat_top_kernel Kernel Functions
generate_brownian_bridge Generate a Brownian Bridge Process
generate_brownian_motion Generate a Brownian Motion Process
generate_data Generate Functional Data
generate_far1 Generate FAR(1) Data
generate_karhunen_loeve Generate functional data
generate_ornstein_uhlenbeck Generate Data via Ornstein-Uhlenbeck Process
impute Functional Imputation
is.dfts dfts Objects
kernels Kernel Functions
kpss_test Functional KPSS Test
lag.dfts Lag dfts objects
long_run_covariance Estimate Long-run Covariance Kernel
Math.dfts Group Generic Functions
max.dfts Max / Min for dfts Objects
mean.dfts Average Functions for dfts Objects
median.dfts Average Functions for dfts Objects
min.dfts Max / Min for dfts Objects
minmax Max / Min for dfts Objects
ocidr Compute (Overnight) Cumulative Intraday Returns
Ops.dfts Group Generic Functions
pacf ACF/PACF Functions
pacf.default ACF/PACF Functions
pacf.dfts ACF/PACF Functions
parzen_kernel Kernel Functions
pca Generic Function for Principal Component Analysis
pca.default Generic Function for Principal Component Analysis
pca.dfts Generic Function for Principal Component Analysis
pca_components Functional PCA Components
pca_examination Principal Component Exploration
plot.dfts Plot dfts objects
portmanteau_tests Functional Hypothesis Tests for Functional Data
print.dfts Print dfts objects
projection_model Projection-based functional data model
qqplot QQ Plot Generic Function
qqplot.default QQ Plot Generic Function
qqplot.dfts QQ Plot Generic Function
quadratic_spectral_kernel Kernel Functions
quantile.dfts Quantile dfts
rates US Yield Curves
sacf Functional Spherical Autocorrelation Function
sd Generic Function for Variance and Standard Deviation Computation
sd.default Generic Function for Variance and Standard Deviation Computation
sd.dfts Generic Function for Variance and Standard Deviation Computation
sdvar Generic Function for Variance and Standard Deviation Computation
space_measuring_functions Compute Spacing Measuring Functions
SPYUS500 S&P 500 Index Data
stationarity_test Functional Stationarity Test
stat_3D Draw 3D Geoms for ggplot2
summary.dfts Summary for dfts Object
temperature Australian Temperature Data
truncated_kernel Kernel Functions
tukey_hanning_kernel Kernel Functions
var Generic Function for Variance and Standard Deviation Computation
var.default Generic Function for Variance and Standard Deviation Computation
var.dfts Generic Function for Variance and Standard Deviation Computation
[.dfts Extract or Replace parts of dfts object
[<-.dfts Extract or Replace parts of dfts object