CRAN/E | SLBDD

SLBDD

Statistical Learning for Big Dependent Data

Installation

About

Programs for analyzing large-scale time series data. They include functions for automatic specification and estimation of univariate time series, for clustering time series, for multivariate outlier detections, for quantile plotting of many time series, for dynamic factor models and for creating input data for deep learning programs. Examples of using the package can be found in the Wiley book 'Statistical Learning with Big Dependent Data' by Daniel Peña and Ruey S. Tsay (2021). ISBN 9781119417385.

Key Metrics

Version 0.0.4
R ≥ 3.5.0
Published 2022-04-27 702 days ago
Needs compilation? no
License GPL-3
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Maintainer

Maintainer

Antonio Elias

antonioefz91@gmail.com

Authors

Angela Caro

aut

Antonio Elias

aut / cre

Daniel Peña

aut

Ruey S. Tsay

aut

Material

NEWS
Reference manual
Package source

In Views

TimeSeries

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

Old Sources

SLBDD archive

Depends

R ≥ 3.5.0

Imports

stats
glmnet
corpcor
forecast
gsarima
cluster
fGarch
imputeTS
methods
MASS
MTS
TSclust
tsoutliers
Matrix
matrixcalc
rnn