Package: nlts 1.0-3

nlts: Nonlinear Time Series Analysis

R functions for (non)linear time series analysis with an emphasis on nonparametric autoregression and order estimation, and tests for linearity / additivity.

Authors:Ottar N. Bjornstad [aut, cre]

nlts_1.0-3.tar.gz
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nlts.pdf |nlts.html✨
nlts/json (API)

# Install 'nlts' in R:
install.packages('nlts', repos = c('https://objornstad.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/objornstad/nlts/issues

Datasets:
  • plodia - Time series of Meal Moth abundance

On CRAN:

12 exports 1 stars 1.26 score 3 dependencies 2 mentions 10 scripts 200 downloads

Last updated 1 years agofrom:2928b5e03d. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-winOKSep 02 2024
R-4.5-linuxOKSep 02 2024
R-4.4-winOKSep 02 2024
R-4.4-macOKSep 02 2024
R-4.3-winOKSep 02 2024
R-4.3-macOKSep 02 2024

Exports:add.testcontingency.periodogramlin.order.clslin.testll.edmll.orderlpxmkxportman.Qprediction.profile.llspec.lombspecar.ci

Dependencies:acepacklatticelocfit

Readme and manuals

Help Manual

Help pageTopics
Lagrange multiplier test for additivity in a time seriesadd.test
The contingency periodogram for periodicity in categorical time seriescontingency.periodogram
The order of a time series using cross-validation of the linear autoregressive model (conditional least-squares).lin.order.cls
A Tukey one-degree-of-freedom test for linearity in time series.lin.test
Nonlinear forecasting of local polynomial `empirical dynamic model'.ll.edm
Consistent nonlinear estimate of the order using local polynomial regression.ll.order
Utility functionlpx
Utility functionmkx
Time series of Meal Moth abundanceplodia
Plot contingency periodogramsplot.contingency.periodogram
Plot linear cross-validation for time-series orderplot.lin.order
Plot nonparametric cross-validation for time-series orderplot.ll.order
Plot Lomb periodogramsplot.lomb
Plot function for prediction profile objectsplot.ppll
Plot ar-spectra with CI'splot.specar.ci
Ljung-Box test for whiteness in a time series.portman.Q
Predict values from ll.order object.predict.ll.order
Nonlinear forecasting at varying lags using local polynomial regression.prediction.profile.ll print.ppll
Print nonparametric cross-validation for time-series orderprint.ll.order
The Lomb periodogram for unevenly sampled dataspec.lomb
Confidence interval for the ar-spectrum and the dominant period.specar.ci
Summarize linear cross-validation for time-series ordersummary.lin.order
Summarize nonparametric cross-validation for time-series ordersummary.ll.order
Summarizes Lomb periodogramssummary.lomb
Summarize ar-spectra with CI'ssummary.specar.ci