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'))

Peer review:

Datasets:

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 271 downloads 37 exports 116 dependencies

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

TargetResultDate
Doc / VignettesOKNov 27 2024
R-4.5-linuxNOTENov 27 2024

Exports:arimaIDarimaSpecchkseachktransClusKurdfmpcDLdatadraw.coefedqplotedqtsgap.clusGCCclusGCCmatrixi.ploti.qploti.qrankLambda.selmts.plotmts.qplotoutlier.plotoutlierLassooutliers.hdtsquantileBoxrnnStreamsarimaSpecscatterACFSelectedSeriessilh.clussim.urarimasSelectedSeriessSummaryModelsteppSummaryccmSummaryModelSummaryOutliersts.boxtsBoost

Dependencies:attentionbase64encbslibcachemclasscliclusterclvcodetoolscolorspacecommonmarkcorpcorcurlcvardigestdtwevaluatefansifarverfastICAfastmapfBasicsfGarchfontawesomeforeachforecastfracdifffsgbutilsgenericsggplot2ggtextglmnetgluegridtextgsarimagssgtablehighrhtmltoolshtmlwidgetsimputeTSisobanditeratorsjpegjquerylibjsonliteKernSmoothknitrlabelinglatticelifecyclelmtestlocpollongitudinalDatamagrittrmarkdownMASSMatrixmatrixcalcmemoisemgcvmimemisc3dMTSmunsellmvtnormnlmennetpdcpillarpkgconfigpngproxyquadprogquantmodR6rappdirsrbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackrglrlangrmarkdownrnnsassscalesshapesigmoidspatialstablediststinepackstringistringrsurvivaltibbletimeDatetimeSeriestinytexTSclusttseriestsoutliersTTRurcautf8vctrsviridisLitewithrxfunxml2xtsyamlzoo

Readme and manuals

Help Manual

Help pageTopics
Automatic Modeling of a Scalar Time SeriesarimaID
Automatic Modeling of a Scalar Non-Seasonal Time SeriesarimaSpec
Check the Seasonality of Each Component of a Multiple Time Serieschksea
Check for Possible Non-linear Transformations of a Multiple Time Serieschktrans
Cloth sales in Chinaclothing
Cluster Identification Procedure using Projections on Directions of Extreme Kurtosis CoefficientClusKur
Price Indexes EUUSCPIEurope200015
Dynamic Factor Model by Principal Componentsdfmpc
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 Modelsdraw.coef
Plot the Observed Time Series and Selected EDQs (Empirical Dynamic Quantiles)edqplot
Empirical Dynamic Quantile for Visualization of High-Dimensional Time Seriesedqts
Federal Reserve Bank at St Louis.FREDMDApril19
Gap statisticsgap.clus
Clustering of Time Series Using the Generalized Cross Correlation Measure of Linear dependencyGCCclus
Generalized Cross-Correlation MatrixGCCmatrix
Growth of GDP in 6 Countriesgdpsimple6c8018
Plot a Selected Time Series Using Quantile as the Backgroundi.plot
Plot the Closest Series to a Given Timewise Quantile Seriesi.qplot
Rank Individual Time Series According to a Given Timewise Quantile Seriesi.qrank
Select the Penalty Parameter of LASSO-type Linear RegressionLambda.sel
Locations of Air-Box Devices in Taiwanlocations032017
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 Framemts.plot
Plot Timewise Quantiles in One Framemts.qplot
Find Outliers Using an Upper and a Lower Timewise Quantile Seriesoutlier.plot
Outliers LASSOoutlierLasso
Multivariate Outlier Detectionoutliers.hdts
Electricity Prices in New England and USAPElectricity1344
Quantile BoxplotquantileBox
Setup the Input and Output for a Recurrent Neural NetworkrnnStream
Automatic Modeling of a Scalar Seasonal Time SeriessarimaSpec
Scatterplot of Two Selected-lag Autocorrelation FunctionsscatterACF
Identified the Series with the Given OrderSelectedSeries
Find the Number of Clusters by the Standard Silhouette Statisticssilh.clus
Generate Unit-root ARIMA Possibly Seasonal Time Seriessim.urarima
Selected Seasonal Time SeriessSelectedSeries
Collects All Models Specified by "sarimaSpec"sSummaryModel
Steppstepp
World Stock IndexesStockindexes99world
Summary Statistics of Cross-Correlation MatricesSummaryccm
Collects All Models Specified by "arimaSpec"SummaryModel
Summary OutliersSummaryOutliers
Hourly PM25 Measurements from Air-Box Devices in TaiwanTaiwanAirBox032017
Hourly PM25 Measurements in TaiwanTaiwanPM25
World Temperaturestemperatures
Boxplots of the Medians of Subperiodsts.box
Boosting with Simple Linear RegressiontsBoost
Quarterly Economic Series of the European Monetary UnionUMEdata20002018