Provides classes and methods for lagged objects.
R package 'lagged' provides classes and methods for objects, like autocovariances, whose natural indexing starts from zero.
The latest stable version is on CRAN.
The vignette shipping with the package gives illustrative examples.
vignette("Guide_lagged", package = "lagged").
You can install the development version of
lagged from Github:
nSeasons<-() (moved here from package sarima).
slMatrix function and class (moved from package pcts).
Numerous changes to the documentation.
Lagged classes now have methods for "Maths" group generic.
Lagged classes now have methods for "Summary" group generic.
Lagged classes now have methods for "Ops" unary operators (binary Ops were already available).
Guide_lagged (first draft).
maxLag<-() with methods for Lagged objects.
dataWithLagNames(), mainly for programming.