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The package legion implements several multivariate models for purposes of forecasting.
Here is the list of the included functions:
Available methods:
The stable version of the package is available on CRAN, so you can install it by running:
install.packages("legion")
A recent, development version, is available via github and can be installed using "remotes" in R. First, make sure that you have remotes:
if (!require("remotes")){install.packages("remotes")}
and after that run:
remotes::install_github("config-i1/legion")
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