Pinned Repositories
roxygen2
Generate R package documentation from inline R comments
ccf_bounds_replication_package
R code to replicate the results in "Finite sample distributional error bounds for empirical cross-covariances"
forecastSNSTS
Forecasting for Stationary and Non-Stationary Time Series
forecastSNSTSexamples
Data examples for the R package 'forecastSNSTS'
inferchange
Multiscale Covariance Scanning and related Algorithms
QPBoot
Model validation using Quantile Spectral Analysis and Parametric Bootstrap techniques
quantile_coherency_replication
R code to replicate the figures in arXiv:1510.06946.
quantspec
Quantile-based Spectral Analysis of Time Series
roxygen
tobiaskley's Repositories
tobiaskley/quantspec
Quantile-based Spectral Analysis of Time Series
tobiaskley/forecastSNSTS
Forecasting for Stationary and Non-Stationary Time Series
tobiaskley/quantile_coherency_replication
R code to replicate the figures in arXiv:1510.06946.
tobiaskley/inferchange
Multiscale Covariance Scanning and related Algorithms
tobiaskley/ccf_bounds_replication_package
R code to replicate the results in "Finite sample distributional error bounds for empirical cross-covariances"
tobiaskley/forecastSNSTSexamples
Data examples for the R package 'forecastSNSTS'
tobiaskley/QPBoot
Model validation using Quantile Spectral Analysis and Parametric Bootstrap techniques
tobiaskley/roxygen