FTSgof
White Noise and Goodness-of-Fit Tests for Functional Time Series
It offers comprehensive tools for the analysis of functional time series data, focusing on white noise hypothesis testing and goodness-of-fit evaluations, alongside functions for simulating data and advanced visualization techniques, such as 3D rainbow plots. These methods are described in Kokoszka, Rice, and Shang (2017) doi:10.1016/j.jmva.2017.08.004, Yeh, Rice, and Dubin (2023) doi:10.1214/23-EJS2112, Kim, Kokoszka, and Rice (2023) doi:10.1214/23-ss143, and Rice, Wirjanto, and Zhao (2020) doi:10.1111/jtsa.12532.
- Version1.0.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Languageen-US
- Last release10/03/2024
Documentation
Team
Mihyun Kim
Chi-Kuang Yeh
Show author detailsRolesAuthorYuqian Zhao
Show author detailsRolesAuthorGregory Rice
Show author detailsRolesContributor
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- Imports6 packages
- Suggests3 packages