Package: complex 1.0.0
Ivan Svetunkov
complex: Time Series Analysis and Forecasting Using Complex Variables
Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).
Authors:
complex_1.0.0.tar.gz
complex_1.0.0.tar.gz(r-4.5-noble)complex_1.0.0.tar.gz(r-4.4-noble)
complex_1.0.0.tgz(r-4.4-emscripten)complex_1.0.0.tgz(r-4.3-emscripten)
complex.pdf |complex.html✨
complex/json (API)
NEWS
| # Install 'complex' in R: |
| install.packages('complex', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/config-i1/complex/issues
Last updated 7 months agofrom:42eaa7e7b9. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 07 2024 |
| R-4.5-linux-x86_64 | OK | Oct 07 2024 |
Exports:cacfccorccovccov2corcdescalecexpclmclogcomplex2matcomplex2veccovarcpacfcplotcscalecvardcnorminvertmat2complexpcnormqcnormrcnormvec2complex
Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticelegionMASSmimemvtnormnloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Complex Correlation Function Estimation | cacf cpacf plot.cacf print.cacf |
| Complex Linear Model | clm sigma.clm summary.clm vcov.clm |
| Functions that transform real and imaginary parts of a complex variable | cexp clog |
| Functions to manipulate complex variables and matrices | complex2mat complex2vec mat2complex vec2complex |
| Scatterplots for complex variables | cplot |
| Functions scale real and imaginary parts of a complex variable | cdescale cscale |
| Correlation, Variance and Covariance (Matrices) for complex variables | ccor ccov ccov2cor covar cvar |
| Complex Normal Distribution | cnormal dcnorm pcnorm qcnorm rcnorm |
| Function calculates inverse of matrix of complex variables | invert |