The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
UComp: Automatic Unobserved Components and Other Time Series Models
Comprehensive analysis and forecasting
of univariate time series using automatic
unobserved components models and algorithms.
Harvey, AC (1989) <doi:10.1017/CBO9781107049994>.
Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>.
Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>.
| Version: |
4.0.2 |
| Depends: |
Rcpp (≥ 1.0.3), R (≥ 3.5.0) |
| Imports: |
ggplot2, gridExtra, tsibble, tsoutliers, stats, ggforce, utils, parallel |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, rmarkdown |
| Published: |
2023-05-20 |
| Author: |
Diego J. Pedregal 
[aut, cre] |
| Maintainer: |
Diego J. Pedregal <Diego.Pedregal at uclm.es> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| Materials: |
ChangeLog |
| In views: |
TimeSeries |
| CRAN checks: |
UComp results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=UComp
to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.