Package: transx 0.0.1.9000

transx: Transform Univariate Time Series

Univariate time series operations that follow an opinionated design. The main principle of 'transx' is to keep the number of observations the same. Operations that reduce this number have to fill the observations gap.

Authors:Kostas Vasilopoulos [aut, cre]

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transx.pdf |transx.html
transx/json (API)
NEWS

# Install 'transx' in R:
install.packages('transx', repos = c('https://kvasilopoulos.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/kvasilopoulos/transx/issues

On CRAN:

detrendfiltersoutlierstime-seriestransx

73 exports 3 stars 0.93 score 1 dependencies 13 scripts 201 downloads

Last updated 4 years agofrom:2582d4af53. Checks:OK: 1 ERROR: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 03 2024
R-4.5-winERRORSep 03 2024
R-4.5-linuxERRORSep 03 2024
R-4.4-winERRORSep 03 2024
R-4.4-macERRORSep 03 2024
R-4.3-winERRORSep 03 2024
R-4.3-macERRORSep 03 2024

Exports:blckblck_meandemeandemediandemodediffxdtrend_lindtrend_polydtrend_quadfill_bothfill_linearfill_locffill_nocbfill_splinefill_vecfill_windowfilter_bkfilter_boosted_hpfilter_bwfilter_cffilter_hamiltonfilter_hpfilter_trgmeanlagxldiffxleadxmodexout_iqrout_ptout_score_zout_score_zrobout_thresholdout_winsoriseout_winsorizeplotxpowpow_boxcoxpow_manlypow_tukeypow_yjrdiffxrebaserebase_originrec_maxrec_meanrec_medianrec_minrec_moderec_prodrec_sdrec_sumrec_varrollroll_datarootroot_cubicroot_sqscale_minmaxscale_rangescale_unit_lenscore_chisqscore_madscore_tscore_zselect_lambdaskewnesssmooth_kernelsmooth_loesssmooth_masmooth_splinestd_meanstd_median

Dependencies:rlang

Motivation

Rendered frommotivation.Rmdusingknitr::rmarkdownon Sep 03 2024.

Last update: 2020-11-24
Started: 2020-10-19

Readme and manuals

Help Manual

Help pageTopics
Rolling operationsblck blck_data
Functions used to calculate non-overlapping blocksblck_idx
Non-Overapping Block Moment Calculationsblck_mean blck_median blck_modex blck_sd
Removes measure of centrality from the seriesdemean demean-demedian demedian demode
Compute lagged differncesdiffx diffx-rdiffx-ldiffx ldiffx rdiffx
Deterministic Trenddtrend dtrend_lin dtrend_poly dtrend_quad
Fill with 'locf' and 'nocb'fill_both
Fill with "linear approximation"fill_linear
Fill with "Last Observation Carried Forward"fill_locf
Fill with "Next observation carried backwards"fill_nocb
Fill with "cubic spline interpolation"fill_spline
Fill with valuesfill_vec
Fill window functionsfill_window
Baxter-King Filterfilter_bk
Boosted HP filterfilter_boosted_hp
Butterworth Filterfilter_bw
Christiano-Fitzgerald Filterfilter_cf
Hamilton Filterfilter_hamilton
Hodrick-Prescot Filterfilter_hp
Trigonometric regression Filterfilter_tr
Geometric Mean valuegmean
Compute lagged or leading valueslagx leadx leadx-lagx
Mode valuemodex modex_int
Detect outliers with Tukey's methodout_iqr
Detect outliers with Percentilesout_pt
Detect outliers with zscoreout_score_z
Detect outliers Iglewicz and Hoaglin (1993) robust z-score methodout_score_zrob
Detect outliers with upper and lower thresholdout_threshold
Winsorizeout_winsorise out_winsorize
nth Power Transformationpow
Box-Cox Transformationspow_boxcox
Manly(1971) Transformationspow_manly
Tukey Transformations Transformationspow_tukey
Yeo and Johnson(2000) Transformationspow_yj
Change the base yearrebase rebase_origin
Recursiverec_max
Recursiverec_mean
Recursiverec_median
Recursiverec_min
Recursiverec_mode
Recursiverec_prod
Recursiverec_sd
Recursiverec_sum
Recursiverec_var
Rolling operationsroll roll_data roll_idx
nth Root Transformationroot root_cubic root_sq
Rescalescale_minmax scale_range scale_unit_len
Score transformationscore score_chisq score_mad score_t score_z
Selecting lambdaselect_lambda
Skewness/Kurtosis Valuekurtosis skewness
Kernel Regression Smoothersmooth_kernel
LOWESS smoothersmooth_loess
Moving-average smoothingsmooth_ma
Fit a Smoothing Splinesmooth_spline
Standarizationstd std_mean std_median