SMAC-Group/simts: Time Series Analysis Tools
A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
Getting started
Browse package contents
Package details |
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| Maintainer | Stéphane Guerrier <stef.guerrier@gmail.com> |
| License | AGPL-3 | file LICENSE |
| Version | 0.2.2 |
| URL | https://github.com/SMAC-Group/simts https://arxiv.org/pdf/1607.04543.pdf |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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