complex: Time Series Analysis and Forecasting Using Complex Variables

Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).

Getting started

Package details

AuthorIvan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
MaintainerIvan Svetunkov <ivan@svetunkov.com>
LicenseLGPL-2.1
Version1.0.0
URL https://github.com/config-i1/complex
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("complex")

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complex documentation built on May 29, 2024, 3:35 a.m.