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Eric’s Data Science Toolbox

A personal R package of miscellaneous data science functions

Installation

Install from GitHub with:

# install.packages("remotes")
remotes::install_github("ercbk/ebtools")

What’s in it

Function Description Complementary Packages
Time Series
add_mase_scale_feat Adds a scale feature by using a factor derived from the MASE error function
add_tsfeatures Adds 20 time series features from the tsfeatures package
create_dtw_grids Creates a nested, parameter grid list. dtwclust
dtw
descale_by_mase Back-transforms a group time series that has been scaled by a factor derived from the MASE error function.
dtw_dist_gridsearch Performs a grid search using a list of parameter grids and a list of distance functions dtwclust
dtw
prewhitened_ccf Prewhitens time series, calculates cross-correlation coefficients, and returns statistically significant values.
scale_by_mase Scales a group time series by using a factor derived from the MASE error function.
test_fable_resids Checks residuals of multiple fable models for autocorrelation using the Ljung-Box test fable
test_lm_resids Checks residuals of multiple lm models for autocorrelation using Breusch-Godfrey and Durbin-Watson tests.
Preprocessing
to_js_array Creates js array column. dataui
Statistics
cles Calculates the Common Language Effect Size (CLES)
get_boot_ci Calculates bootstrapped confidence intervals for a statistic.