Ordinal Time Series Analysis

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Documentation for package ‘otsfeatures’ version 1.0.0

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AustrianWages AustrianWages
binarization Constructs the binarized time series associated with a given ordinal time series
ci_ordinal_asymmetry Constructs a confidence interval for the ordinal asymmetry (block distance)
ci_ordinal_dispersion Constructs a confidence interval for the ordinal dispersion (block distance)
ci_ordinal_skewness Constructs a confidence interval for the ordinal skewness (block distance)
conditional_probabilities Computes the conditional probabilities of an ordinal time series
CreditRatings CreditRatings
c_binarization Constructs the cumulative binarized time series associated with a given ordinal time series
c_conditional_probabilities Computes the cumulative conditional probabilities of an ordinal time series
c_joint_probabilities Computes the cumulative joint probabilities of an ordinal time series
c_marginal_probabilities Computes the cumulative marginal probabilities of an ordinal time series
index_ordinal_variation Computes the estimated index of ordinal variation (IOV) of an ordinal time series
joint_probabilities Computes the joint probabilities of an ordinal time series
marginal_probabilities Computes the marginal probabilities of an ordinal time series
ordinal_asymmetry Computes the estimated asymmetry of an ordinal time series
ordinal_cohens_kappa Computes the estimated ordinal Cohen's kappa of an ordinal time series
ordinal_dispersion_1 Computes the standard estimated dispersion of an ordinal time series
ordinal_dispersion_2 Computes the estimated dispersion of an ordinal time series according to the approach based on the diversity coefficient (DIVC)
ordinal_location_1 Computes the standard estimated location of an ordinal time series
ordinal_location_2 Computes the estimated location of an ordinal time series with respect to the lowest category
ordinal_skewness Computes the estimated skewness of an ordinal time series
ots_plot Constructs an ordinal time series plot
plot_ordinal_cohens_kappa Constructs a serial dependence plot based on the ordinal Cohen's kappa considering the block distance
SyntheticData1 SyntheticData1
SyntheticData2 SyntheticData2
SyntheticData3 SyntheticData3
test_ordinal_asymmetry Performs the hypothesis test associated with the ordinal asymmetry for the block distance
test_ordinal_dispersion Performs the hypothesis test associated with the ordinal dispersion for the block distance
test_ordinal_skewness Performs the hypothesis test associated with the ordinal skewness for the block distance
total_c_correlation Computes the total cumulative correlation of an ordinal time series
total_mixed_c_correlation_1 Computes the total mixed cumulative linear correlation (TMCLC) between an ordinal and a real-valued time series
total_mixed_c_correlation_2 Computes the total mixed cumulative quantile correlation (TMCQC) between an ordinal and a real-valued time series