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 (Svetunkov et al., 2023, <doi:10.1016/j.ejor.2022.04.040>) and simulation function for VES.
Version: 0.2.1 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, Matrix, nloptr, utils, zoo LinkingTo: Rcpp, RcppArmadillo (≥ 0.8.100.0.0) Suggests: numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach Published: 2025-02-03 DOI: 10.32614/CRAN.package.legion Author: Ivan Svetunkov [aut, cre] (Senior Lecturer, Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Kandrika Fadhlan Pritularga [aut] (Lecturer, Centre for Marketing Analytics and Forecasting, Lancaster University, UK) Maintainer: Ivan Svetunkov <ivan at svetunkov.com> BugReports: https://github.com/config-i1/legion/issues License: LGPL-2.1 URL: https://github.com/config-i1/legion NeedsCompilation: yes Language: en-GB Materials: README NEWS In views: TimeSeries CRAN checks: legion resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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