gsarima: Two Functions for Generalized SARIMA Time Series Simulation

Write SARIMA models in (finite) AR representation and simulate generalized multiplicative seasonal autoregressive moving average (time) series with Normal / Gaussian, Poisson or negative binomial distribution. The methodology of this method is described in Briet OJT, Amerasinghe PH, and Vounatsou P (2013) <doi:10.1371/journal.pone.0065761>.

Package details

AuthorOlivier Briet <o.briet@gmail.com>
MaintainerOlivier Briet <o.briet@gmail.com>
LicenseGPL (>= 2)
Version0.1-5
URL https://www.r-project.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gsarima")

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gsarima documentation built on Sept. 4, 2020, 1:08 a.m.