Models for time series forecasting and causality detection. The main functionalities of this package consist of a neural network Vector Auto-Regressive model, 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 based on feedforward neural networks.
| Version: | 1.3.2 |
| Depends: | Rcpp |
| Imports: | methods, timeSeries, Rdpack |
| LinkingTo: | Rcpp |
| Published: | 2018-03-16 |
| Author: | Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph] |
| Maintainer: | Youssef Hmamouche <hmamoucheyussef at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GNU General Public License] |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| In views: | TimeSeries |
| CRAN checks: | NlinTS results |
| Reference manual: | NlinTS.pdf |
| Package source: | NlinTS_1.3.2.tar.gz |
| Windows binaries: | r-devel: NlinTS_1.3.2.zip, r-release: NlinTS_1.3.2.zip, r-oldrel: NlinTS_1.3.2.zip |
| OS X binaries: | r-release: NlinTS_1.3.2.tgz, r-oldrel: NlinTS_1.3.2.tgz |
| Old sources: | NlinTS archive |
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