Statistics

A grab-bag of statistical helpers for time series.

Variability and dispersion

madev is the mean absolute deviation of x at a set of lags; unlike the mean-squared displacement, it remains finite for heavy-tailed processes (e.g. Lévy flights with α < 2). msdist (loaded with Autocorrelations) is the mean-squared displacement.

Missing docstring.

Missing docstring for madev. Check Documenter's build log for details.

Missing docstring.

Missing docstring for msdist. Check Documenter's build log for details.

Bootstrap

Block-bootstrap helpers for time series, loaded with Bootstrap.

Missing docstring.

Missing docstring for bootstrapaverage. Check Documenter's build log for details.

Missing docstring.

Missing docstring for bootstrapmean. Check Documenter's build log for details.

Missing docstring.

Missing docstring for bootstrapmedian. Check Documenter's build log for details.

Complexity measures

Loaded with ComplexityMeasures. Each ProbabilitiesEstimator/InformationMeasure from that package can be applied to an AbstractTimeseries directly.

Other

Missing docstring.

Missing docstring for fanofactor. Check Documenter's build log for details.

Missing docstring.

Missing docstring for timescale. Check Documenter's build log for details.