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_1.0-3.tgz(r-4.6-any)nlts_1.0-3.tgz(r-4.5-any)
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nlts_1.0-3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
nlts/json (API)

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

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

Datasets:
  • plodia - Time series of Meal Moth abundance

On CRAN:

Conda:

3.00 score 1 stars 10 scripts 247 downloads 2 mentions 12 exports 3 dependencies

Last updated from:2928b5e03d. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK131
source / vignettesOK126
linux-release-x86_64OK94
macos-release-arm64OK79
macos-oldrel-arm64OK79
windows-develOK58
windows-releaseOK61
windows-oldrelOK60
wasm-releaseOK89

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