Time Series Analysis and Forecasting Using Complex Variables


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Documentation for package ‘complex’ version 1.0.3

Help Pages

auto.carima Automatic Complex ARIMA
cacf Complex Correlation Function Estimation
carima Complex ARIMA
ccor Correlation, Variance and Covariance (Matrices) for complex variables
ccov Correlation, Variance and Covariance (Matrices) for complex variables
ccov2cor Correlation, Variance and Covariance (Matrices) for complex variables
cdescale Functions scale real and imaginary parts of a complex variable
cexp Functions that transform real and imaginary parts of a complex variable
cgnormal Complex Generalised Normal Distribution
clm Complex Linear Model
clog Functions that transform real and imaginary parts of a complex variable
cnormal Complex Normal Distribution
complex2mat Functions to manipulate complex variables and matrices
complex2vec Functions to manipulate complex variables and matrices
covar Correlation, Variance and Covariance (Matrices) for complex variables
cpacf Complex Correlation Function Estimation
cplot Scatterplots for complex variables
cscale Functions scale real and imaginary parts of a complex variable
cvar Correlation, Variance and Covariance (Matrices) for complex variables
dcgnorm Complex Generalised Normal Distribution
dcnorm Complex Normal Distribution
forecast.carima Complex ARIMA
invert Function calculates inverse of matrix of complex variables
mat2complex Functions to manipulate complex variables and matrices
pcnorm Complex Normal Distribution
plot.cacf Complex Correlation Function Estimation
print.cacf Complex Correlation Function Estimation
qcnorm Complex Normal Distribution
rcgnorm Complex Generalised Normal Distribution
rcnorm Complex Normal Distribution
sigma.clm Complex Linear Model
summary.clm Complex Linear Model
vcov.clm Complex Linear Model
vec2complex Functions to manipulate complex variables and matrices