fdaACF (0.1.0)

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Autocorrelation Function for Functional Time Series.

https://github.com/GMestreM/fdaACF
http://cran.r-project.org/web/packages/fdaACF

Quantify the serial correlation across lags of a given functional time series using an autocorrelation function for functional time series. The autocorrelation function is based on the L2 norm of the lagged covariance operators of the series. Functions are available for estimating the distribution of the autocorrelation function under the assumption of strong functional white noise.

Maintainer: Guillermo Mestre Marcos
Author(s): Guillermo Mestre Marcos [aut, cre], Jos Portela Gonzlez [aut], Antonio Muoz San Roque [ctb], Estrella Alonso Prez [ctb]

License: GPL (>= 2)

Uses: CompQuadForm, pracma, fields, testthat

Released 29 days ago.


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