NlinTS: Non Linear Time Series Analysis

The main functionalities of this package are about time series forecasting and causality detection. In particular, it provides a neural network Vector Auto-Regressive, the classical Granger causality test C.W.J.Granger (1980) <doi:10.1016/0165-1889(80)90069-X>, and a non-linear version of it.

Version: 1.0
Depends: Rcpp
Imports: methods, timeSeries
LinkingTo: Rcpp
Published: 2018-02-23
Author: Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph]
Maintainer: Youssef Hmamouche <hmamoucheyussef at>
License: GPL-2 | GPL-3 [expanded from: GNU General Public License]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: NlinTS results


Reference manual: NlinTS.pdf
Package source: NlinTS_1.0.tar.gz
Windows binaries: r-devel:, r-release: not available, r-oldrel: not available
OS X El Capitan binaries: r-release: NlinTS_1.0.tgz
OS X Mavericks binaries: r-oldrel: not available


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