Package: simts 0.2.2
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simts: Time Series Analysis Tools
A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi:10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
Authors:
simts_0.2.2.tar.gz
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simts.pdf |simts.html✨
simts/json (API)
NEWS
# Install 'simts' in R: |
install.packages('simts', repos = c('https://smac-group.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/smac-group/simts/issues
rcpprcpparmadillosimulationtime-seriestimeseriestimeseries-dataopenblascpp
Last updated 1 years agofrom:95709572c9. Checks:4 OK, 7 NOTE. Indexed: yes.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Feb 08 2025 |
R-4.5-win-x86_64 | NOTE | Feb 08 2025 |
R-4.5-mac-x86_64 | NOTE | Feb 08 2025 |
R-4.5-mac-aarch64 | NOTE | Feb 08 2025 |
R-4.5-linux-x86_64 | NOTE | Feb 08 2025 |
R-4.4-win-x86_64 | NOTE | Feb 09 2025 |
R-4.4-mac-x86_64 | NOTE | Feb 08 2025 |
R-4.4-mac-aarch64 | NOTE | Feb 08 2025 |
R-4.3-win-x86_64 | OK | Feb 09 2025 |
R-4.3-mac-x86_64 | OK | Feb 08 2025 |
R-4.3-mac-aarch64 | OK | Feb 08 2025 |
Exports:ARAR1ar1_to_gmARIMAARMAARMA11auto_corrbest_modelcheckcombcompare_acfconv.ar1.to.gmconv.gm.to.ar1corr_analysiscreate_imudesc.to.ts.modeldiag_boxpiercediag_ljungboxDRestimateevaluateFGNgen_ar1gen_ar1blocksgen_arimagen_armagen_arma11gen_bigen_drgen_fgngen_generic_sarimagen_gtsgen_ltsgen_lts_cppgen_ma1gen_materngen_meangen_modelgen_nswngen_powerlawgen_qngen_rwgen_sarimagen_sarmagen_singen_wnGMgm_to_ar1gmwmgmwm_master_cppgtsgts_timehasimuis.gtsis.imuis.ltsis.ts.modelis.wholeltsMMAMa_cppMa_cpp_vecMA1make_frameMAPEMATmodel_objdescmodel_process_descmodel_thetanp_boot_sd_medorderModelPLPQNRWRW2dimensionSARIMASARMAselectselect_arselect_arimaselect_armaselect_maSINtheo_acftheo_pacfunitConversionupdate_objvalueWN
Dependencies:backportsbroomclicolorspacecpp11dplyrfansifarvergenericsgluelabelinglifecyclemagrittrmunsellpillarpkgconfigpurrrR6RColorBrewerRcppRcppArmadillorlangrobcorscalesstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr