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simts 0.2.3
- solved problems related to documentation with itemize tags in return
tags that were creating problems on check
- moved from arma::is_finite to std::isfinite in file
src/rtoarmadillo.cpp
simts 0.2.0
Features
This R package provides a series of tools to simulate, plot,
estimate, select and forecast different time series models. More
specifically, it provides the following features:
- Simulation of time series from SARIMA models to various state-space
models that can be expressed as latent time series processes.
- Visualization of time series data with user specifications.
- Specific simulation and visualization tools for latent time series
models.
- Easy-to-use functions to estimate and infer on the parameters of
time series models through different methods.
- Diagnostic and statistical tools to assess goodness of fit and
select the best model for the data.
- Estimating and plotting tools to deliver point forecasts and
confidence intervals.
Updates
version 0.1.0
The initial release of the package (version 0.1.0) reported some
problems with Solaris due to C++ code compatibilty. Some functions were
misused on an integer type, which may cause the potential overloading
ambiguity. In the latest version, we hope that these issues have been
overcome but we remain available to correct the package should other
issues arise.
version 0.2.0
- Correct LaTeX errors in the documentation for SIN process.
- Removed
sales
dataset and update vignette examples
accordingly.
- Added GitHub Actions CI/CD workflow for package check.
- Specified C++11 compilation for portability.
version 0.2.1
- Added support for generating Matérn process
- Added support for generating fractional Gaussian noise
- Added support for generating Power Law Process
- re-generate vignettes roxygen2 v.7.2.1 for HTML5 standard
compatibility
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.