Package: legion 0.1.2

Ivan Svetunkov

legion: Forecasting Using Multivariate Models

Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS and simulation function for VES.

Authors:Ivan Svetunkov [aut, cre], Kandrika Fadhlan Pritularga [aut]

legion_0.1.2.tar.gz
legion_0.1.2.tar.gz(r-4.5-noble)legion_0.1.2.tar.gz(r-4.4-noble)
legion_0.1.2.tgz(r-4.4-emscripten)legion_0.1.2.tgz(r-4.3-emscripten)
legion.pdf |legion.html✨
legion/json (API)
NEWS

# Install 'legion' in R:
install.packages('legion', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/config-i1/legion/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

3.65 score 1 packages 1 scripts 433 downloads 8 exports 21 dependencies

Last updated 2 years agofrom:62026f9c61. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKSep 29 2024
R-4.5-linux-x86_64OKSep 29 2024

Exports:auto.vetsis.legionis.legion.simis.ovesovessim.vesvesvets

Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo

legion: Forecasting Using Multivariate Models

Ivan Svetunkov

Rendered fromlegion.Rmdusingknitr::rmarkdownon Sep 29 2024.

Last update: 2021-05-17
Started: 2021-05-17

ves() - Vector Exponential Smoothing

Ivan Svetunkov

Rendered fromves.Rmdusingknitr::rmarkdownon Sep 29 2024.

Last update: 2022-02-15
Started: 2021-05-17

vets() - Vector ETS

Ivan Svetunkov

Rendered fromvets.Rmdusingknitr::rmarkdownon Sep 29 2024.

Last update: 2022-02-15
Started: 2021-05-17