Package: forecTheta 2.6.2
forecTheta: Forecasting Time Series by Theta Models
Routines for forecasting univariate time series using Theta Models.
Authors:
forecTheta_2.6.2.tar.gz
forecTheta_2.6.2.zip(r-4.5)forecTheta_2.6.2.zip(r-4.4)forecTheta_2.6.2.zip(r-4.3)
forecTheta_2.6.2.tgz(r-4.4-any)forecTheta_2.6.2.tgz(r-4.3-any)
forecTheta_2.6.2.tar.gz(r-4.5-noble)forecTheta_2.6.2.tar.gz(r-4.4-noble)
forecTheta_2.6.2.tgz(r-4.4-emscripten)forecTheta_2.6.2.tgz(r-4.3-emscripten)
forecTheta.pdf |forecTheta.html✨
forecTheta/json (API)
| # Install 'forecTheta' in R: |
| install.packages('forecTheta', repos = c('https://jafiorucci.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jafiorucci/forectheta/issues
Last updated 27 days agofrom:c1f105f6bd. Checks:OK: 3 NOTE: 4. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 27 2024 |
| R-4.5-win | NOTE | Oct 27 2024 |
| R-4.5-linux | NOTE | Oct 27 2024 |
| R-4.4-win | NOTE | Oct 27 2024 |
| R-4.4-mac | NOTE | Oct 27 2024 |
| R-4.3-win | OK | Oct 27 2024 |
| R-4.3-mac | OK | Oct 27 2024 |
Exports:dotmdstmerrorMetricexpSmootfixOriggroeotmotm.arxivplot.thetaModelrolOrigsthetastm
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Generalised Rolling Origin Evaluation | fixOrig groe rolOrig |
| Error Metric Function | errorMetric |
| Simple Exponential Smoothing Method | expSmoot |
| Forecasting Time Series by Theta Models | forecTheta-package forecTheta |
| Optimised Theta Method | otm.arxiv |
| Plot forecasts points and prediction intervals for 'thetaModel' objects | plot.thetaModel |
| Theta Models | dotm dstm otm stheta stm |
