Package: complex 1.0.1.41001
complex: Time Series Analysis and Forecasting Using Complex Variables
Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).
Authors:
complex_1.0.1.41001.tar.gz
complex_1.0.1.41001.zip(r-4.5)complex_1.0.1.41001.zip(r-4.4)complex_1.0.1.41001.zip(r-4.3)
complex_1.0.1.41001.tgz(r-4.4-x86_64)complex_1.0.1.41001.tgz(r-4.4-arm64)complex_1.0.1.41001.tgz(r-4.3-x86_64)complex_1.0.1.41001.tgz(r-4.3-arm64)
complex_1.0.1.41001.tar.gz(r-4.5-noble)complex_1.0.1.41001.tar.gz(r-4.4-noble)
complex_1.0.1.41001.tgz(r-4.4-emscripten)complex_1.0.1.41001.tgz(r-4.3-emscripten)
complex.pdf |complex.html✨
complex/json (API)
NEWS
# Install 'complex' in R: |
install.packages('complex', repos = c('https://config-i1.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/config-i1/complex/issues
Last updated 30 days agofrom:97f8aadb4b. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 06 2024 |
R-4.5-win-x86_64 | OK | Nov 06 2024 |
R-4.5-linux-x86_64 | OK | Nov 06 2024 |
R-4.4-win-x86_64 | OK | Nov 06 2024 |
R-4.4-mac-x86_64 | OK | Nov 06 2024 |
R-4.4-mac-aarch64 | OK | Nov 06 2024 |
R-4.3-win-x86_64 | OK | Nov 06 2024 |
R-4.3-mac-x86_64 | OK | Nov 06 2024 |
R-4.3-mac-aarch64 | OK | Nov 06 2024 |
Exports:cacfccorccovccov2corcdescalecexpclmclogcomplex2matcomplex2veccovarcpacfcplotcscalecvardcnorminvertmat2complexpcnormqcnormrcnormvec2complex
Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticelegionMASSMatrixmimemvtnormnloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Complex Correlation Function Estimation | cacf cpacf plot.cacf print.cacf |
Complex Linear Model | clm sigma.clm summary.clm vcov.clm |
Functions that transform real and imaginary parts of a complex variable | cexp clog |
Functions to manipulate complex variables and matrices | complex2mat complex2vec mat2complex vec2complex |
Scatterplots for complex variables | cplot |
Functions scale real and imaginary parts of a complex variable | cdescale cscale |
Correlation, Variance and Covariance (Matrices) for complex variables | ccor ccov ccov2cor covar cvar |
Complex Normal Distribution | cnormal dcnorm pcnorm qcnorm rcnorm |
Function calculates inverse of matrix of complex variables | invert |