Package: SLBDD 0.0.4

Antonio Elias

SLBDD: Statistical Learning for Big Dependent Data

Programs for analyzing large-scale time series data. They include functions for automatic specification and estimation of univariate time series, for clustering time series, for multivariate outlier detections, for quantile plotting of many time series, for dynamic factor models and for creating input data for deep learning programs. Examples of using the package can be found in the Wiley book 'Statistical Learning with Big Dependent Data' by Daniel Peña and Ruey S. Tsay (2021). ISBN 9781119417385.

Authors:Angela Caro [aut], Antonio Elias [aut, cre], Daniel Peña [aut], Ruey S. Tsay [aut]

SLBDD_0.0.4.tar.gz
SLBDD_0.0.4.tar.gz(r-4.5-noble)SLBDD_0.0.4.tar.gz(r-4.4-noble)
SLBDD_0.0.4.tgz(r-4.4-emscripten)SLBDD_0.0.4.tgz(r-4.3-emscripten)
SLBDD.pdf |SLBDD.html✨
SLBDD/json (API)
NEWS

# Install 'SLBDD' in R:

install.packages('SLBDD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

CPIEurope200015 - Price Indexes EUUS
FREDMDApril19 - Federal Reserve Bank at St Louis.
PElectricity1344 - Electricity Prices in New England and USA
Stockindexes99world - World Stock Indexes
TaiwanAirBox032017 - Hourly PM25 Measurements from Air-Box Devices in Taiwan
TaiwanPM25 - Hourly PM25 Measurements in Taiwan
UMEdata20002018 - Quarterly Economic Series of the European Monetary Union
clothing - Cloth sales in China
gdpsimple6c8018 - Growth of GDP in 6 Countries
locations032017 - Locations of Air-Box Devices in Taiwan
mdec1to5 - Monthly Simple Returns of United States Market Portfolios.
mexpimpcnus - Monthly Exports and Imports of China and United States.
temperatures - World Temperatures

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

1.56 score 1 packages 12 scripts 230 downloads 37 exports 116 dependencies

Last updated 3 years agofrom:4bb5982ab3. Checks:OK: 1 NOTE: 1. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 28 2024
R-4.5-linux	NOTE	Oct 28 2024

Exports:arimaID arimaSpec chksea chktrans ClusKur dfmpc DLdata draw.coef edqplot edqts gap.clus GCCclus GCCmatrix i.plot i.qplot i.qrank Lambda.sel mts.plot mts.qplot outlier.plot outlierLasso outliers.hdts quantileBox rnnStream sarimaSpec scatterACF SelectedSeries silh.clus sim.urarima sSelectedSeries sSummaryModel stepp Summaryccm SummaryModel SummaryOutliers ts.box tsBoost

Dependencies:attention base64enc bslib cachem class cli cluster clv codetools colorspace commonmark corpcor curl cvar digest dtw evaluate fansi farver fastICA fastmap fBasics fGarch fontawesome foreach forecast fracdiff fs gbutils generics ggplot2 ggtext glmnet glue gridtext gsarima gss gtable highr htmltools htmlwidgets imputeTS isoband iterators jpeg jquerylib jsonlite KernSmooth knitr labeling lattice lifecycle lmtest locpol longitudinalData magrittr markdown MASS Matrix matrixcalc memoise mgcv mime misc3d MTS munsell mvtnorm nlme nnet pdc pillar pkgconfig png proxy quadprog quantmod R6 rappdirs rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack rgl rlang rmarkdown rnn sass scales shape sigmoid spatial stabledist stinepack stringi stringr survival tibble timeDate timeSeries tinytex TSclust tseries tsoutliers TTR urca utf8 vctrs viridisLite withr xfun xml2 xts yaml zoo

Help page	Topics
Automatic Modeling of a Scalar Time Series	arimaID
Automatic Modeling of a Scalar Non-Seasonal Time Series	arimaSpec
Check the Seasonality of Each Component of a Multiple Time Series	chksea
Check for Possible Non-linear Transformations of a Multiple Time Series	chktrans
Cloth sales in China	clothing
Cluster Identification Procedure using Projections on Directions of Extreme Kurtosis Coefficient	ClusKur
Price Indexes EUUS	CPIEurope200015
Dynamic Factor Model by Principal Components	dfmpc
Create an input data matrix for a Deep learning program that uses time series data.	DLdata
Random Draw of Coefficients for AR Models and MA Models	draw.coef
Plot the Observed Time Series and Selected EDQs (Empirical Dynamic Quantiles)	edqplot
Empirical Dynamic Quantile for Visualization of High-Dimensional Time Series	edqts
Federal Reserve Bank at St Louis.	FREDMDApril19
Gap statistics	gap.clus
Clustering of Time Series Using the Generalized Cross Correlation Measure of Linear dependency	GCCclus
Generalized Cross-Correlation Matrix	GCCmatrix
Growth of GDP in 6 Countries	gdpsimple6c8018
Plot a Selected Time Series Using Quantile as the Background	i.plot
Plot the Closest Series to a Given Timewise Quantile Series	i.qplot
Rank Individual Time Series According to a Given Timewise Quantile Series	i.qrank
Select the Penalty Parameter of LASSO-type Linear Regression	Lambda.sel
Locations of Air-Box Devices in Taiwan	locations032017
Monthly Simple Returns of United States Market Portfolios.	mdec1to5
Monthly Exports and Imports of China and United States.	mexpimpcnus
Plot Multiple Time Series in One Frame	mts.plot
Plot Timewise Quantiles in One Frame	mts.qplot
Find Outliers Using an Upper and a Lower Timewise Quantile Series	outlier.plot
Outliers LASSO	outlierLasso
Multivariate Outlier Detection	outliers.hdts
Electricity Prices in New England and USA	PElectricity1344
Quantile Boxplot	quantileBox
Setup the Input and Output for a Recurrent Neural Network	rnnStream
Automatic Modeling of a Scalar Seasonal Time Series	sarimaSpec
Scatterplot of Two Selected-lag Autocorrelation Functions	scatterACF
Identified the Series with the Given Order	SelectedSeries
Find the Number of Clusters by the Standard Silhouette Statistics	silh.clus
Generate Unit-root ARIMA Possibly Seasonal Time Series	sim.urarima
Selected Seasonal Time Series	sSelectedSeries
Collects All Models Specified by "sarimaSpec"	sSummaryModel
Stepp	stepp
World Stock Indexes	Stockindexes99world
Summary Statistics of Cross-Correlation Matrices	Summaryccm
Collects All Models Specified by "arimaSpec"	SummaryModel
Summary Outliers	SummaryOutliers
Hourly PM25 Measurements from Air-Box Devices in Taiwan	TaiwanAirBox032017
Hourly PM25 Measurements in Taiwan	TaiwanPM25
World Temperatures	temperatures
Boxplots of the Medians of Subperiods	ts.box
Boosting with Simple Linear Regression	tsBoost
Quarterly Economic Series of the European Monetary Union	UMEdata20002018

Package: SLBDD 0.0.4

SLBDD: Statistical Learning for Big Dependent Data

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Help Manual

Usage by other packages (reverse dependencies)