rwigren/TSAutils: A set of utilities for time series analysis

Utilities for evaluation and simulation of time series and time series models or methods. Examples include rolling origin forecast evaluation and (naive) block-wise bootstrap.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("rwigren/TSAutils")
rwigren/TSAutils documentation built on Nov. 5, 2019, 5:10 a.m.