High-Dimensional Functional Time Series Analysis


[Up] [Top]

Documentation for package ‘hdftsa’ version 1.0

Help Pages

hdftsa-package High-dimensional Functional Time Series Analysis
FANOVA Functional analysis of variance fitted by means.
hdftsa High-dimensional Functional Time Series Analysis
One_way_median_polish One-way functional median polish from Sun and Genton (2012)
One_way_Residuals Functional time series decomposition into deterministic (from functional median polish of Sun and Genton (2012)), and functional residual components.
Two_way_median_polish Two-way functional median polish from Sun and Genton (2012)
Two_way_Residuals Functional time series decomposition into deterministic (from functional median polish from Sun and Genton (2012)), and time-varying components (functional residuals).
Two_way_Residuals_means Functional time series decomposition into deterministic (functional analysis of variance fitted by means), and time-varying components (functional residuals).