R: Hypothesis Tests for Functional Time Series

# Hypothesis Tests for Functional Time Series

## Documentation for package ‘wwntests’ version 1.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

autocorrelation_coeff_h | 'autocorrelation_coeff_h' Computes the approximate functional autocorrelation coefficient at a given lag.
autocorrelation_coeff_plot | Plot Confidence Bounds of Estimated Functional Autocorrelation Coefficients
autocov_approx_h | Compute the approximate autocovariance at specified lag
bartlett_kernel | Bartlett Kernel Function
block_bootsrap | 'block_bootstrap' Performs a block bootstrap on the functional data f_data with block size b.
brown_motion | 'brown_motion' Creates at J x N matrix, containing N independent Brownian motion sample paths in each of the columns.
B_h_bound | Compute weak white noise confidence bound for autocorrelation coefficient.
B_iid_bound | Compute strong white noise confidence bound for autocorrelation coefficient.
center | Center functional data
covariance_diag_store | List storage of diagonal covariances.
covariance_i_j | Compute the approximate covariance tensor for lag windows defined by i,j
covariance_i_j_vec | Compute the approximate covariance tensor for lag windows defined by i,j
daniell_kernel | Daniell Kernel Function
diagonal_autocov_approx_0 | Compute the diagonal covariance
diagonal_covariance_i | Compute the approximate diagonal covariance matrix for lag windows defined by i
far_1_S | 'far_1_S' Simulates an FAR(1,S)-fGARCH(1,1) process with N independent observations, each observed discretely at J points on the interval [0,1].
fgarch_1_1 | 'fgarch_1_1' Simulates an fGARCH(1,1) process with N independent observations, each observed
fport_test | Compute Functional Hypothesis Tests
GOF_far | Goodness-of-fit test for FAR(1)
iid_covariance | Compute part of the covariance under a strong white noise assumption
iid_covariance_vec | Compute part of the covariance under a strong white noise assumption
independence_test | Independence Test
multi_lag_test | Multi-Lag Hypothesis Test
parzen_kernel | Parzen Kernel Function
Q_WS_hyp_test | Compute size alpha single-lag hypothesis test under weak or strong white noise assumption
scalar_covariance_i_j | Compute the approximate covariance at a point for lag windows defined by i,j
scalar_covariance_i_j_vec | Compute the approximate covariance at a point for lag windows defined by i,j
single_lag_test | Single-Lag Hypothesis Test
spectral_test | Spectral Density Test