CRAN/E | gsarima

gsarima

Two Functions for Generalized SARIMA Time Series Simulation

Installation

About

Write SARIMA models in (finite) AR representation and simulate generalized multiplicative seasonal autoregressive moving average (time) series with Normal / Gaussian, Poisson or negative binomial distribution. The methodology of this method is described in Briet OJT, Amerasinghe PH, and Vounatsou P (2013) doi:10.1371/journal.pone.0065761.

www.r-project.org

Key Metrics

Version 0.1-5
R ≥ 2.4.0
Published 2020-09-03 1334 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks gsarima results

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Maintainer

Maintainer

Olivier Briet

o.briet@gmail.com

Authors

Olivier Briet

Material

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

gsarima archive

Depends

R ≥ 2.4.0

Imports

MASS

Reverse Imports

SLBDD