CRAN/E | legion

legion

Forecasting Using Multivariate Models

Installation

About

Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, doi:10.1177/1471082X0901000401), Vector ETS and simulation function for VES.

github.com/config-i1/legion
Bug report File report

Key Metrics

Version 0.1.2
R ≥ 3.5.0
Published 2023-01-31 422 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks legion results
Language en-GB

Downloads

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Maintainer

Maintainer

Ivan Svetunkov

ivan@svetunkov.ru

Authors

Ivan Svetunkov

aut / cre

(Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)

Kandrika Fadhlan Pritularga

aut

(PhD Student at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

legion: Forecasting Using Multivariate Models
ves() - Vector Exponential Smoothing
vets() - Vector ETS

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

legion archive

Depends

R ≥ 3.5.0
greybox ≥ 1.0.4
smooth ≥ 3.1.0

Imports

Rcpp ≥ 0.12.3
stats
generics ≥ 0.1.2
graphics
grDevices
nloptr
utils
zoo

Suggests

numDeriv
testthat
knitr
rmarkdown
doMC
doParallel
foreach

LinkingTo

Rcpp
RcppArmadillo ≥ 0.8.100.0.0

Reverse Suggests

smooth