Package: BTSR 0.1.5

Taiane Schaedler Prass

BTSR: Bounded Time Series Regression

Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arxiv:2211.02097>.

Authors:Taiane Schaedler Prass [aut, cre, com], Guilherme Pumi [ctb, aut], Fábio Mariano Bayer [ctb], Jack Joseph Dongarra [ctb], Cleve Moler [ctb], Gilbert Wright Stewart [ctb], Ciyou Zhu [ctb], Richard H. Byrd [ctb], Jorge Nocedal [ctb], Jose Luis Morales [ctb], Peihuang Lu-Chen [ctb], John Burkardt [ctb], Alan Miller [ctb], B.E. Schneider [ctb], Alfred H. Morris [ctb], D.E. Shaw [ctb], Robert W.M. Wedderburn [ctb], Jason Blevins [ctb], Brian Wichman [ctb], David Hill [ctb], Hiroshi Takano [ctb], George Marsaglia [ctb], Jean-Michel Brankart [ctb], Steve Kifowit [ctb], Donald E. Knuth [ctb], Catherine Loader [ctb]

BTSR_0.1.5.tar.gz
BTSR_0.1.5.tar.gz(r-4.5-noble)BTSR_0.1.5.tar.gz(r-4.4-noble)
BTSR.pdf |BTSR.html✨
BTSR/json (API)
NEWS

# Install 'BTSR' in R:
install.packages('BTSR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • fortran– Runtime library for GNU Fortran applications

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 1 scripts 731 downloads 21 exports 0 dependencies

Last updated 1 years agofrom:484ca32fa7. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 17 2024
R-4.5-linux-x86_64OKNov 17 2024

Exports:BARC.extractBARC.fitBARC.simBARFIMA.extractBARFIMA.fitBARFIMA.simbtsr.extractbtsr.fitbtsr.simcoefs.startfit.controlGARFIMA.extractGARFIMA.fitGARFIMA.simKARFIMA.extractKARFIMA.fitKARFIMA.simlink.btsrUWARFIMA.extractUWARFIMA.fitUWARFIMA.sim

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Functions to simulate, extract components and fit BARC modelsBARC.extract BARC.fit BARC.functions BARC.sim
Functions to simulate, extract components and fit BARFIMA modelsBARFIMA.extract BARFIMA.fit BARFIMA.functions BARFIMA.sim
Generic functions to simulate, extract components and fit BTSR modelsbtsr.extract btsr.fit btsr.functions btsr.sim
Initial values for optimizationcoefs.start
Default control listfit.control
Functions to simulate, extract components and fit GARFIMA modelsGARFIMA.extract GARFIMA.fit GARFIMA.functions GARFIMA.sim
Functions to simulate, extract components and fit KARFIMA modelsKARFIMA.extract KARFIMA.fit KARFIMA.functions KARFIMA.sim
Create a Link for BTSR modelslink.btsr
Predict method for BTSRpredict.btsr
Print Method of class BTSRprint.btsr
Summary Method of class BTSRprint.summary.btsr summary summary.btsr
Functions to simulate, extract components and fit UWARFIMA modelsUWARFIMA.extract UWARFIMA.fit UWARFIMA.functions UWARFIMA.sim