Package: legion 0.2.1

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 (Svetunkov et al., 2023, <doi:10.1016/j.ejor.2022.04.040>) and simulation function for VES.

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

legion_0.2.1.tar.gz
legion_0.2.1.zip(r-4.7-x86_64)legion_0.2.1.zip(r-4.7-arm64)legion_0.2.1.zip(r-4.6-x86_64)legion_0.2.1.zip(r-4.6-arm64)
legion_0.2.1.tar.gz(r-4.7-arm64)legion_0.2.1.tar.gz(r-4.7-x86_64)legion_0.2.1.tar.gz(r-4.6-arm64)legion_0.2.1.tar.gz(r-4.6-x86_64)
legion_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
legion/json (API)

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

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

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

On CRAN:

Conda:

openblascpp

4.00 score 1 packages 2.2k downloads 8 exports 22 dependencies

Last updated from:a4b7ef553f. Checks:10 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK190
linux-devel-x86_64OK204
source / vignettesOK365
linux-release-arm64OK170
linux-release-x86_64OK1034
windows-devel-arm64OK293
windows-devel-x86_64OK221
windows-release-arm64OK251
windows-release-x86_64OK157
wasm-releaseOK378

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

Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSMatrixmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo

ves() - Vector Exponential Smoothing
Simulate data from VES | References

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

vets() - Vector ETS
References

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

legion: Forecasting Using Multivariate Models
Methods for the class legion

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