msinference-package |
Multiscale Inference for Nonparametric Time Trend(s) |
compute_minimal_intervals |
Computes the set of minimal intervals as described in Duembgen (2002) |
compute_quantiles |
Computes quantiles of the gaussian multiscale statistics. |
compute_quantiles_2 |
Computes quantiles of the gaussian multiscale statistics. |
compute_statistics |
Calculates the value of the test statistics both for single time series analysis and multiple time series analysis. |
construct_grid |
Computes the location-bandwidth grid for the multiscale test. |
construct_weekly_grid |
Computes the location-bandwidth weekly grid for the multiscale test. |
covid |
Number of daily new cases of infections of COVID-19 per country. |
estimate_lrv |
Computes estimator of the long-run variance of the error terms. |
MSinference |
Multiscale Inference for Nonparametric Time Trend(s) |
multiscale_test |
Carries out the multiscale test given that the values the estimatates of long-run variance have already been computed. |
plot_sizer_map |
Plots SiZer map from the test results of the multiscale testing procedure. |
select_order |
Calculates different information criterions for a single time series or multiple time series with AR(p) errors based on the long-run variance estimator(s) for a range of tuning parameters and different orders p. |
temperature |
Hadley Centre Central England Temperature (HadCET) dataset, Monthly Mean Central England Temperature (Degrees C) |