Provides a collection of functions for testing various aspects of univariate time series including independence and neglected nonlinearities. Further provides functions to investigate the chaotic behavior of time series processes and to simulate different types of chaotic time series maps.
| Version: | 4021.80 |
| Depends: | R (≥ 2.15.1), timeDate, timeSeries, fBasics |
| Imports: | methods, stats |
| Suggests: | RUnit, tcltk |
| Published: | 2022-07-20 |
| Author: | Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Paul Smith [cre] |
| Maintainer: | Paul Smith <paul at waternumbers.co.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.rmetrics.org |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| In views: | Finance, TimeSeries |
| CRAN checks: | fNonlinear results |
| Reference manual: | fNonlinear.pdf |
| Package source: | fNonlinear_4021.80.tar.gz |
| Windows binaries: | r-devel: fNonlinear_4021.80.zip, r-release: fNonlinear_4021.80.zip, r-oldrel: fNonlinear_4021.80.zip |
| macOS binaries: | r-release (arm64): fNonlinear_4021.80.tgz, r-oldrel (arm64): fNonlinear_4021.80.tgz, r-release (x86_64): fNonlinear_4021.80.tgz, r-oldrel (x86_64): fNonlinear_4021.80.tgz |
| Old sources: | fNonlinear archive |
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