# Statistical Learning for Big Dependent Data

## Documentation for package ‘SLBDD’ version 0.0.4

- DESCRIPTION file.

## Help Pages

arimaID | Automatic Modeling of a Scalar Time Series
arimaSpec | Automatic Modeling of a Scalar Non-Seasonal Time Series
chksea | Check the Seasonality of Each Component of a Multiple Time Series
chktrans | Check for Possible Non-linear Transformations of a Multiple Time Series
clothing | Cloth sales in China
ClusKur | Cluster Identification Procedure using Projections on Directions of Extreme Kurtosis Coefficient
CPIEurope200015 | Price Indexes EUUS
dfmpc | Dynamic Factor Model by Principal Components
DLdata | Create an input data matrix for a Deep learning program that uses time series data.
draw.coef | Random Draw of Coefficients for AR Models and MA Models
edqplot | Plot the Observed Time Series and Selected EDQs (Empirical Dynamic Quantiles)
edqts | Empirical Dynamic Quantile for Visualization of High-Dimensional Time Series
FREDMDApril19 | Federal Reserve Bank at St Louis.
gap.clus | Gap statistics
GCCclus | Clustering of Time Series Using the Generalized Cross Correlation Measure of Linear dependency
GCCmatrix | Generalized Cross-Correlation Matrix
gdpsimple6c8018 | Growth of GDP in 6 Countries
i.plot | Plot a Selected Time Series Using Quantile as the Background
i.qplot | Plot the Closest Series to a Given Timewise Quantile Series
i.qrank | Rank Individual Time Series According to a Given Timewise Quantile Series
Lambda.sel | Select the Penalty Parameter of LASSO-type Linear Regression
locations032017 | Locations of Air-Box Devices in Taiwan
mdec1to5 | Monthly Simple Returns of United States Market Portfolios.
mexpimpcnus | Monthly Exports and Imports of China and United States.
mts.plot | Plot Multiple Time Series in One Frame
mts.qplot | Plot Timewise Quantiles in One Frame
outlier.plot | Find Outliers Using an Upper and a Lower Timewise Quantile Series
outlierLasso | Outliers LASSO
outliers.hdts | Multivariate Outlier Detection
PElectricity1344 | Electricity Prices in New England and USA
quantileBox | Quantile Boxplot
rnnStream | Setup the Input and Output for a Recurrent Neural Network
sarimaSpec | Automatic Modeling of a Scalar Seasonal Time Series
scatterACF | Scatterplot of Two Selected-lag Autocorrelation Functions
SelectedSeries | Identified the Series with the Given Order
silh.clus | Find the Number of Clusters by the Standard Silhouette Statistics
sim.urarima | Generate Unit-root ARIMA Possibly Seasonal Time Series
sSelectedSeries | Selected Seasonal Time Series
sSummaryModel | Collects All Models Specified by "sarimaSpec"
stepp | Stepp
Stockindexes99world | World Stock Indexes
Summaryccm | Summary Statistics of Cross-Correlation Matrices
SummaryModel | Collects All Models Specified by "arimaSpec"
SummaryOutliers | Summary Outliers
TaiwanAirBox032017 | Hourly PM25 Measurements from Air-Box Devices in Taiwan
TaiwanPM25 | Hourly PM25 Measurements in Taiwan
temperatures | World Temperatures
ts.box | Boxplots of the Medians of Subperiods
tsBoost | Boosting with Simple Linear Regression
UMEdata20002018 | Quarterly Economic Series of the European Monetary Union