Package: EXPARMA 0.1.0
Bishal Gurung
EXPARMA: Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model
The amplitude-dependent autoregressive time series model (EXPAR) proposed by Haggan and Ozaki (1981) <doi:10.2307/2335819> was improved by incorporating the moving average (MA) framework for capturing the variability efficiently. Parameters of the EXPARMA model can be estimated using this package. The user is provided with the best fitted EXPARMA model for the data set under consideration.
Authors:
EXPARMA_0.1.0.tar.gz
EXPARMA_0.1.0.tar.gz(r-4.5-noble)EXPARMA_0.1.0.tar.gz(r-4.4-noble)
EXPARMA_0.1.0.tgz(r-4.4-emscripten)EXPARMA_0.1.0.tgz(r-4.3-emscripten)
EXPARMA.pdf |EXPARMA.html✨
EXPARMA/json (API)
# Install 'EXPARMA' in R: |
install.packages('EXPARMA', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:d94ac86352. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 02 2024 |
R-4.5-linux | OK | Dec 02 2024 |
Exports:BestExpEXPARMA_optimEXPARMAfitinit_val
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo