fpcb: Predictive Confidence Bands for Functional Time Series Forecasting

Functions to represent functional objects under a Reproducing Kernel Hilbert Space (RKHS) framework as described in Muñoz & González (2010). Autoregressive Hilbertian Model for functional time series using RKHS and predictive confidence bands construction as proposed in Hernández et al (2021).

Version: 0.1.0
Imports: FNN
Published: 2021-06-07
DOI: 10.32614/CRAN.package.fpcb
Author: Nicolás Hernández [aut, cre], Jairo Cugliari [aut, cre], Julien Jacques [aut]
Maintainer: Nicolás Hernández <nicolashernandezb at gmail.com>
BugReports: https://github.com/nicolashernandezb/fpcb/issues
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README
In views: TimeSeries
CRAN checks: fpcb results

Documentation:

Reference manual: fpcb.pdf

Downloads:

Package source: fpcb_0.1.0.tar.gz
Windows binaries: r-devel: fpcb_0.1.0.zip, r-release: fpcb_0.1.0.zip, r-oldrel: fpcb_0.1.0.zip
macOS binaries: r-release (arm64): fpcb_0.1.0.tgz, r-oldrel (arm64): fpcb_0.1.0.tgz, r-release (x86_64): fpcb_0.1.0.tgz, r-oldrel (x86_64): fpcb_0.1.0.tgz

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