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) <doi:10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | Rcpp, stats, utils, scales, grDevices, graphics, broom, dplyr, magrittr, methods, purrr, tidyr, robcor |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown |
| Published: | 2022-01-03 |
| Author: | Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Lionel Voirol [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] |
| Maintainer: | Stéphane Guerrier <stef.guerrier at gmail.com> |
| BugReports: | https://github.com/SMAC-Group/simts/issues |
| License: | AGPL-3 | file LICENSE |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/SMAC-Group/simts, https://arxiv.org/pdf/1607.04543.pdf |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Materials: | README NEWS |
| CRAN checks: | simts results |
| Reference manual: | simts.pdf |
| Vignettes: |
Simulations from Time Series Models |
| Package source: | simts_0.2.0.tar.gz |
| Windows binaries: | r-devel: simts_0.2.0.zip, r-release: simts_0.2.0.zip, r-oldrel: simts_0.2.0.zip |
| macOS binaries: | r-release (arm64): simts_0.2.0.tgz, r-oldrel (arm64): simts_0.2.0.tgz, r-release (x86_64): simts_0.2.0.tgz, r-oldrel (x86_64): simts_0.2.0.tgz |
| Old sources: | simts archive |
| Reverse imports: | avar, wv |
| Reverse suggests: | gmwmx |
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