Srho.ts
(Package: tseriesEntropy) :
Entropy Measure Of Serial And Cross Dependence
Entropy based measure of serial and cross dependence for continuous data. For integer/categorical data see Srho. Implements a normalized version of the Hellinger/Matusita distance. As shown in the references the metric measure is a proper distance.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Srho.ts
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Trho.test.AR.p
(Package: tseriesEntropy) :
Entropy Tests For Nonlinearity In Time Series - Parallel Version
Entropy test of nonlinearity for time series based on Srho.ts and surrogate data obtained through the sieve bootstrap (AR modeling). Parallel version – requires parallel.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Trho.test.AR.p
●
0 images
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surrogate.AR
(Package: tseriesEntropy) :
Surrogate Time Series Through AR Modeling (Sieve Bootstrap)
Starting from a time series x given as input, the function generates surrogate series by means of the sieve bootstrap. The surrogates can be used for testing for non linearity in time series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: surrogate.AR
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surrogate.ARs
(Package: tseriesEntropy) :
Surrogate Time Series Through A Modeling (Smoothed Sieve Bootstrap)
Starting from a time series x given as input, the function generates surrogate series by means of the smoothed sieve bootstrap. The surrogates can be used for testing for non linearity in time series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: surrogate.ARs
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A class of tests for serial dependence and nonlinearity based upon Srho.
● Data Source:
CranContrib
● Keywords: classes
● Alias: Srho.test-class, plot,Srho.test,missing-method, show,Srho.test-method
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0 images
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Srho.test.AR
(Package: tseriesEntropy) :
Entropy Tests For Nonlinearity In Time Series
Entropy test of nonlinearity for time series based on Srho.ts and surrogate data obtained through the sieve bootstrap.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Srho.test.AR
●
0 images
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A class for Srho and its extensions
● Data Source:
CranContrib
● Keywords: classes
● Alias: Srho-class, plot,Srho,missing-method, show,Srho-method
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0 images
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Srho.test
(Package: tseriesEntropy) :
Entropy Test For Serial And Cross Dependence For Categorical Sequences
Bootstrap/permutation tests of serial and cross dependence for integer or categorical sequences.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Srho.test
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0 images
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Trho.test.AR
(Package: tseriesEntropy) :
Entropy Tests For Nonlinearity In Time Series
Entropy test of nonlinearity for time series based on Srho.ts and surrogate data obtained through the sieve bootstrap (AR modeling). The statistics Trho is based on the quadratic divergence between the nonparametric estimator of Srho and the parametric estimator under the null hypothesis of a linear Gaussian process.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Trho.test.AR
●
0 images
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Srho.test.AR.p
(Package: tseriesEntropy) :
Entropy Tests For Nonlinearity In Time Series - Parallel Version
Entropy test of nonlinearity for time series based on Srho.ts and surrogate data obtained through the sieve bootstrap. Parallel version – requires parallel.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Srho.test.AR.p
●
0 images
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