Package: greybox 2.0.3.41003

Ivan Svetunkov

greybox: Toolbox for Model Building and Forecasting

Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.

Authors:Ivan Svetunkov [aut, cre], Yves R. Sagaert [ctb]

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greybox.pdf |greybox.html✨
greybox/json (API)
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Peer review:

Bug tracker:https://github.com/config-i1/greybox/issues

On CRAN:

forecastingmodel-selectionmodel-selection-and-evaluationregressionregression-modelsstatistics

113 exports 30 stars 5.08 score 17 dependencies 37 dependents 93 scripts 6.0k downloads

Last updated 3 days agofrom:42a05beeef. Checks:OK: 6 NOTE: 3. Indexed: yes.

Exports:accuracyactualsAICcaidalmassocassociationasymmetryBICccextremitycoefbootstrapcramerdalaplacedbcnormdetectdstdetectleapdetermdeterminationdfnormdgnormdlaplacedlogitnormdrectnormdsdsrbootdtplnormerrorTypeextractScaleextractSigmaextremityforecastGMRAEgraphmakerhamhmimplantis.almis.greyboxis.greyboxCis.greyboxDis.occurrenceis.rmcis.rollingOriginis.scalelmCombinelmDynamicMAEMAPEMASEmcorMEmeasuresMISMPEMREMSEnparamnvariateoutlierdummypAICpAICcpalaplacepbcnormpBICpcorpfnormpgnormpinballplaplaceplogitnormpointLikpolyprodprectnormpsptplnormqalaplaceqbcnormqfnormqgnormqlaplaceqlogitnormqrectnormqsqtplnormralaplacerAMErbcnormrfnormrgnormrlaplacerlogitnormrMAErmcbrMISRMSSErorrectnormrRMSErsrtplnormsCEsmsMISsMSEsPISspreadstepwisetableplottemporaldummyxregExpanderxregMultiplierxregTransformerxtable

Dependencies:askpasscurlgenericshttrjsonlitelatticemimenloptropensslpracmaR6Rcppstatmodsystexregxtablezoo