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

Package details

MaintainerStéphane Guerrier <[email protected]>
LicenseAGPL-3 | file LICENSE
Version0.1.0
URL https://github.com/SMAC-Group/simts https://arxiv.org/pdf/1607.04543.pdf
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("SMAC-Group/simts")
SMAC-Group/simts documentation built on April 17, 2019, 4:12 p.m.