Time Series Analysis Tools

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) . More details can also be found in the paper linked to via the URL below.


Reference manual

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0.2.0 by St├ęphane Guerrier, 25 days ago

https://github.com/SMAC-Group/simts, https://arxiv.org/pdf/1607.04543.pdf

Report a bug at https://github.com/SMAC-Group/simts/issues

Browse source code at https://github.com/cran/simts

Authors: St├ęphane Guerrier [aut, cre, cph] , James Balamuta [aut, cph] , Roberto Molinari [aut, cph] , Justin Lee [aut] , Lionel Voirol [aut] , Yuming Zhang [aut] , Wenchao Yang [ctb] , Nathanael Claussen [ctb] , Yunxiang Zhang [ctb] , Christian Gunning [cph] , Romain Francois [cph] , Ross Ihaka [cph] , R Core Team [cph]

Documentation:   PDF Manual  

AGPL-3 | file LICENSE license

Imports Rcpp, stats, utils, scales, grDevices, graphics, broom, dplyr, magrittr, methods, purrr, tidyr, robcor

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo

System requirements: C++11

Imported by avar, wv.

See at CRAN