Nothing
greybox: Toolbox for Model Building and Forecasting
Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Yves R. Sagaert [ctb] (Visiting Research at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer | Ivan Svetunkov <ivan@svetunkov.ru> |
| License | LGPL-2.1 |
| Version | 2.0.0 |
| URL | https://github.com/config-i1/greybox |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the greybox package in your browser
Any scripts or data that you put into this service are public.
