foldbif data set
● Data Source:
CranContrib
● Keywords: datasetspl
● Alias: foldbif
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Detect optima, excluding very local optima below detection.threshold
● Data Source:
CranContrib
● Keywords: utilities
● Alias: find.optima
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generic_ews
(Package: earlywarnings) :
Description: Generic Early Warning Signals
generic_ews is used to estimate statistical moments within rolling windows along a timeserie
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: generic_ews
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Visualization of the potential function from the movpotential function
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: PlotPotential
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qda_ews
(Package: earlywarnings) :
Description: Quick Detection Analysis for Generic Early Warning Signals
qda_ews is used to estimate autocorrelation, variance within rolling windows along a timeseries, test the significance of their trends, and reconstruct the potential landscape of the timeseries
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: qda_ews
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This function reconstructs a potential derived from data along a gradient of a given parameter.
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: movpotential_ews
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livpotential_ews
(Package: earlywarnings) :
Description: Potential Analysis for univariate data
livpotential_ews performs one-dimensional potential estimation derived from a uni-variate timeseries
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: livpotential_ews
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sensitivity_ews
(Package: earlywarnings) :
Description: Sensitivity Early Warning Signals
sensitivity_ews is used to estimate trends in statistical moments for different sizes of rolling windows along a timeseries. The trends are estimated by the nonparametric Kendall tau correlation coefficient.
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: sensitivity_ews
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UnivariateGrouping
(Package: earlywarnings) :
Description: Get group assigment indices for univariate data points, given cluster break points
Arguments:
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: UnivariateGrouping
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ch_ews
(Package: earlywarnings) :
Description: Conditional Heteroskedasticity
ch_ews is used to estimate changes in conditional heteroskedasticity within rolling windows along a timeseries
● Data Source:
CranContrib
● Keywords: early-warning
● Alias: ch_ews
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