A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series componentsâsuch as trend, seasonal, ARMA, irregular, and anomaliesâin a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.
Version: 1.0.0 Depends: R (≥ 4.1.0), tsmethods Imports: methods, zoo, xts, lubridate, car, Rdpack, scoringRules, stlplus, tsoutliers, forecast, data.table Suggests: knitr, kableExtra, rmarkdown, testthat (≥ 3.0.0) Published: 2025-03-31 DOI: 10.32614/CRAN.package.tsaux Author: Alexios Galanos [aut, cre, cph] Maintainer: Alexios Galanos <alexios at 4dscape.com> BugReports: https://github.com/tsmodels/tsaux/issues License: GPL-2 URL: https://github.com/tsmodels/tsaux NeedsCompilation: no Materials: ChangeLog CRAN checks: tsaux results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=tsaux to link to this page.
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