Package: fdaACF
Type: Package
Title: Autocorrelation Function for Functional Time Series
Version: 1.0.0
Date: 2020-10-20
Author: Guillermo Mestre Marcos [aut, cre],
  José Portela González [aut],
  Gregory Rice [aut],
  Antonio Muñoz San Roque [ctb],
  Estrella Alonso Pérez [ctb]
Maintainer: Guillermo Mestre Marcos <guillermo.mestre@comillas.edu>
Description: Quantify the serial correlation across lags of a given functional 
    time series using the autocorrelation function and a partial autocorrelation
    function for functional time series proposed in 
    Mestre et al. (2021) <doi:10.1016/j.csda.2020.107108>.
    The autocorrelation functions are based on the L2 norm of the lagged covariance 
    operators of the series. Functions are available for estimating the 
    distribution of the autocorrelation functions under the assumption 
    of strong functional white noise.
Imports: CompQuadForm, pracma, fda, vars
NeedsCompilation: no
URL: https://github.com/GMestreM/fdaACF
BugReports: https://github.com/GMestreM/fdaACF/issues
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Authors@R: c(
	person(given = "Guillermo", family = "Mestre Marcos", 
      email = "guillermo.mestre@comillas.edu", role = c("aut", "cre")),
  person(given = "José", family = "Portela González", 
      email = "Jose.Portela@iit.comillas.edu", role = "aut"),
      person(given = "Gregory", family = "Rice", 
      email = "grice@uwaterloo.ca", role = "aut"),
	person(given = "Antonio", family = "Muñoz San Roque", 
      email = "antonio.munoz@iit.comillas.edu", role = "ctb"),
	person(given = "Estrella", family = "Alonso Pérez", 
      email = "ealonso@icai.comillas.edu", role = "ctb")
    )
RoxygenNote: 7.0.1
Suggests: testthat, fields
Packaged: 2020-10-20 17:14:23 UTC; Guille
Repository: CRAN
Date/Publication: 2020-10-20 20:00:16 UTC
Built: R 4.6.0; ; 2026-04-30 11:09:12 UTC; unix
