Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes Exponential Smoothing, SARIMA, Complex Exponential Smoothing, Simple Moving Average, Vector Exponential Smoothing in state space forms, several simulation functions and intermittent demand state space models.
| Version: | 2.4.6 |
| Depends: | R (≥ 3.0.2), greybox (≥ 0.2.3) |
| Imports: | Rcpp (≥ 0.12.3), stats, graphics, forecast, nloptr, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.8.100.0.0) |
| Suggests: | Mcomp, numDeriv, testthat, knitr, rmarkdown |
| Published: | 2018-08-25 |
| Author: | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer: | Ivan Svetunkov <ivan at svetunkov.ru> |
| BugReports: | https://github.com/config-i1/smooth/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/config-i1/smooth |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | smooth results |
| Reference manual: | smooth.pdf |
| Vignettes: |
ces() - Complex Exponential Smoothing es() - Exponential Smoothing gum() - Generalised Univariate Model Simulate functions of the package sma() - Simple Moving Average smooth ssarima() - State-Space ARIMA ves() - Vector Exponential Smoothing |
| Package source: | smooth_2.4.6.tar.gz |
| Windows binaries: | r-devel: smooth_2.4.6.zip, r-release: smooth_2.4.6.zip, r-oldrel: smooth_2.4.6.zip |
| OS X binaries: | r-release: smooth_2.4.6.tgz, r-oldrel: smooth_2.4.6.tgz |
| Old sources: | smooth archive |
| Reverse depends: | MAPA |
| Reverse suggests: | greybox |
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