CRAN/E | UComp

UComp

Automatic Unobserved Components and Other Time Series Models

Installation

About

Comprehensive analysis and forecasting of univariate time series using automatic unobserved components models and algorithms. Harvey, AC (1989) doi:10.1017/CBO9781107049994. Pedregal DJ and Young PC (2002) doi:10.1002/9780470996430. Durbin J and Koopman SJ (2012) doi:10.1093/acprof:oso/9780199641178.001.0001. Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) doi:10.1007/978-3-540-71918-2.

Key Metrics

Version 4.0.2
R ≥ 3.5.0
Published 2023-05-20 349 days ago
Needs compilation? yes
License GPL-3
CRAN checks UComp results

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Maintainer

Maintainer

Diego J. Pedregal

Diego.Pedregal@uclm.es

Authors

Diego J. Pedregal

aut / cre

Material

ChangeLog
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

UComp archive

Depends

Rcpp ≥ 1.0.3
R ≥ 3.5.0

Imports

ggplot2
gridExtra
tsibble
tsoutliers
stats
ggforce
utils
parallel

Suggests

knitr
rmarkdown

LinkingTo

Rcpp
RcppArmadillo