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FTSgof: White Noise and Goodness-of-Fit Tests for Functional Time Series

It offers comprehensive tools for the analysis of functional time series data, focusing on white noise hypothesis testing and goodness-of-fit evaluations, alongside functions for simulating data and advanced visualization techniques, such as 3D rainbow plots. These methods are described in Kokoszka, Rice, and Shang (2017) <doi:10.1016/j.jmva.2017.08.004>, Yeh, Rice, and Dubin (2023) <doi:10.1214/23-EJS2112>, Kim, Kokoszka, and Rice (2023) <doi:10.1214/23-ss143>, and Rice, Wirjanto, and Zhao (2020) <doi:10.1111/jtsa.12532>.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: sde, graphics, stats, rgl, fda, nloptr, sfsmisc, MASS
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2024-10-03
DOI: 10.32614/CRAN.package.FTSgof
Author: Mihyun Kim [aut, cre], Chi-Kuang Yeh ORCID iD [aut], Yuqian Zhao [aut], Gregory Rice [ctb]
Maintainer: Mihyun Kim <mihyun.kim at mail.wvu.edu>
BugReports: https://github.com/veritasmih/FTSgof/issues
License: GPL-3
URL: https://github.com/veritasmih/FTSgof
NeedsCompilation: no
SystemRequirements: XQuartz (https://www.xquartz.org/)
Language: en-US
Materials: README
CRAN checks: FTSgof results

Documentation:

Reference manual: FTSgof.pdf
Vignettes: FTSgof (source, R code)

Downloads:

Package source: FTSgof_1.0.0.tar.gz
Windows binaries: r-devel: FTSgof_1.0.0.zip, r-release: FTSgof_1.0.0.zip, r-oldrel: FTSgof_1.0.0.zip
macOS binaries: r-release (arm64): FTSgof_1.0.0.tgz, r-oldrel (arm64): FTSgof_1.0.0.tgz, r-release (x86_64): FTSgof_1.0.0.tgz, r-oldrel (x86_64): FTSgof_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=FTSgof to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.