rejection_rate
and rejection_table
functions to be more efficient.rp.sample
function. It computes 2k projections and apply epp.statistic
to odd projections and lobato.statistics
to the even ones.elbouch.test()
.lobato-bootstrap.test()
.epps-bootstrap.test()
.jb-bootstrap.test()
.shapiro-bootstrap.test()
.cvm-bootstrap.test()
.Lobato
, RP
, Epps
, and Vavra
tests. Better description to the return value, having a similar formatting to the t.test()
function.normal.test
, seasonal.test
, and uroot.test
. Better description to the return value, having a similar formatting to the t.test()
function.rp.test()
.lobato.statistic()
using less for
loops.epps.statistic()
using less for
loops.vavra.test()
and rp.test()
by replacing for loops with parallel vectorized computation.False discovery rate set as default for the random projections test
Change “NA %in$ y” to “anyNA(y)”
use match.args() function for more flexibility
vavra.test() function for the Psaradakis and Vávra test.
sieve.bootstrap() function for bootstrap sub-sample in stationary time series.
vavra.sample() function for the Anderson Darling sample statistics for the Psaradakis and Vávra test.
rp.test() function for the random projections test.
rp.sample() function for the random projections statistics samples.
random.projection() function to generate a random projection of a stationary process.
gghist(), ggnorm(), ggacf() and ggpacf() function for visualization.
epps.statistic() bug fixed.
package documentation, errors, warnings and notes corrected.
plot.compare() function deleted
epps.statistic() using the PoweR package deleted.
normal.test() function with all the normality test available
uroot.test() function with all the unit root test available
seasonal.test() function with all the seasonal unit root test available
arch.test() function with the arch effect test for stationarity
check_plot() methods implemented for residual diagnostics visualization for lm, glm, ets, forecast, Arima, arima0, fgarch, HoltWinters, ts, and numeric classes
check_residuals() methods implemented for residual diagnostics for lm, glm, ets, forecast, Arima, arima0, fgarch, HoltWinters, ts, and numeric classes
the autoplot() methods are overloaded for plotting time series (ts) and multivariate (mts) classes
lobato.test() is implemented as a htest method
epps.test() is implemented as a htest method
Updated the epps.statistic function
Updated the LV.statistic function
Perform documentation and package description
Package Repository created
Discussion of the previous work and code homogeneity check README.md
Incorporation of references and latex thesis algorithm
Incorporation of the article structure