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

openblascpp

3.65 score 1 packages 335 downloads 8 exports 21 dependencies

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

TargetResultLatest binary
Doc / VignettesOKJan 27 2025
R-4.5-linux-x86_64OKJan 27 2025

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

Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo

legion: Forecasting Using Multivariate Models

Ivan Svetunkov

Rendered fromlegion.Rmdusingknitr::rmarkdownon Jan 27 2025.

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

ves() - Vector Exponential Smoothing

Ivan Svetunkov

Rendered fromves.Rmdusingknitr::rmarkdownon Jan 27 2025.

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

vets() - Vector ETS

Ivan Svetunkov

Rendered fromvets.Rmdusingknitr::rmarkdownon Jan 27 2025.

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