UComp: Automatic Unobserved Components and Other Time Series Models
Comprehensive analysis and forecasting
of univariate time series using automatic
unobserved components models and algorithms.
Harvey, AC (1989) <doi:10.1017/CBO9781107049994>.
Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>.
Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>.
Version: |
4.0.2 |
Depends: |
Rcpp (≥ 1.0.3), R (≥ 3.5.0) |
Imports: |
ggplot2, gridExtra, tsibble, tsoutliers, stats, ggforce, utils, parallel |
LinkingTo: |
Rcpp, RcppArmadillo |
Suggests: |
knitr, rmarkdown |
Published: |
2023-05-20 |
Author: |
Diego J. Pedregal
[aut, cre] |
Maintainer: |
Diego J. Pedregal <Diego.Pedregal at uclm.es> |
License: |
GPL-3 |
NeedsCompilation: |
yes |
Materials: |
ChangeLog |
In views: |
TimeSeries |
CRAN checks: |
UComp results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=UComp
to link to this page.