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:Bishal Gurung [aut, cre], Saikat Das [aut], Achal Lama [aut], Kn Singh [aut]

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 = 'https://cloud.r-project.org')

On CRAN:

Conda:

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

1.00 score 173 downloads 4 exports 45 dependencies

Last updated 2 years agofrom:d94ac86352. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 01 2025
R-4.5-linuxOKApr 01 2025
R-4.4-linuxOKApr 01 2025

Exports:BestExpEXPARMA_optimEXPARMAfitinit_val

Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Citation

To cite package ‘EXPARMA’ in publications use:

Gurung B, Das S, Lama A, Singh K (2023). EXPARMA: Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model. R package version 0.1.0, https://CRAN.R-project.org/package=EXPARMA.

Corresponding BibTeX entry: 

  @Manual{,
    title = {EXPARMA: Fitting of Exponential Autoregressive Moving
      Average (EXPARMA) Model},
    author = {Bishal Gurung and Saikat Das and Achal Lama and Kn
      Singh},
    year = {2023},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=EXPARMA},
  }