Nothing
Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS and simulation function for VES.
Package details |
|
---|---|
Author | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Kandrika Fadhlan Pritularga [aut] (PhD Student at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
Maintainer | Ivan Svetunkov <ivan@svetunkov.ru> |
License | GPL (>= 2) |
Version | 0.1.2 |
URL | https://github.com/config-i1/legion |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.