Time Series Analysis Tools

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) . More details can also be found in the paper linked to via the URL below.


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Reference manual

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install.packages("simts")

0.1.1 by St├ęphane Guerrier, 3 months ago


https://github.com/SMAC-Group/simts, https://arxiv.org/pdf/1607.04543.pdf


Report a bug at https://github.com/SMAC-Group/simts/issues


Browse source code at https://github.com/cran/simts


Authors: St├ęphane Guerrier [aut, cre, cph] , James Balamuta [aut, cph] , Roberto Molinari [aut, cph] , Justin Lee [aut] , Yuming Zhang [aut] , Wenchao Yang [ctb] , Nathanael Claussen [ctb] , Yunxiang Zhang [ctb] , Christian Gunning [cph] , Romain Francois [cph] , Ross Ihaka [cph] , R Core Team [cph]


Documentation:   PDF Manual  


AGPL-3 | file LICENSE license


Imports Rcpp, stats, utils, scales, grDevices, graphics, broom, dplyr, magrittr, methods, purrr, tidyr, robcor

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


Imported by avar, wv.


See at CRAN