CRAN/E | OOS

OOS

Out-of-Sample Time Series Forecasting

Installation

About

A comprehensive and cohesive API for the out-of-sample forecasting workflow: data preparation, forecasting - including both traditional econometric time series models and modern machine learning techniques - forecast combination, model and error analysis, and forecast visualization.

github.com/tylerJPike/OOS
tylerjpike.github.io/OOS/
Bug report File report

Key Metrics

Version 1.0.0
R ≥ 4.0.0
Published 2021-03-17 1147 days ago
Needs compilation? no
License GPL-3
CRAN checks OOS results

Downloads

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Last 30 days 177 +16%
Last 90 days 439 -39%
Last 365 days 2.107 +2%

Maintainer

Maintainer

Tyler J. Pike

tjpike7@gmail.com

Authors

Tyler J. Pike

aut / cre

Material

README
Reference manual
Package source

Vignettes

Window functions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 4.0.0

Imports

caret
dplyr
forecast
furrr
future
ggplot2
glmnet
imputeTS
lmtest
lubridate
magrittr
purrr
sandwich
stats
tidyr
vars
xts
zoo

Suggests

knitr
testthat
rmarkdown
quantmod