Package: legion 0.2.1

legion: Forecasting Using Multivariate Models

Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS (Svetunkov et al., 2023, <doi:10.1016/j.ejor.2022.04.040>) and simulation function for VES.

Authors:Ivan Svetunkov [aut, cre], Kandrika Fadhlan Pritularga [aut]

legion_0.2.1.tar.gz
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legion.pdf |legion.html✨
legion/json (API)
NEWS

# Install 'legion' in R:
install.packages('legion', repos = c('https://config-i1.r-universe.dev', 'https://cloud.r-project.org'))

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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

6.90 score 11 stars 1 packages 1 scripts 950 downloads 8 exports 22 dependencies

Last updated 1 months agofrom:1d549cdf6e. Checks:10 OK, 2 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 05 2025
R-4.5-win-x86_64OKMar 05 2025
R-4.5-mac-x86_64OKMar 05 2025
R-4.5-mac-aarch64OKMar 05 2025
R-4.5-linux-x86_64OKMar 05 2025
R-4.4-win-x86_64NOTEMar 05 2025
R-4.4-mac-x86_64OKMar 05 2025
R-4.4-mac-aarch64OKMar 05 2025
R-4.4-linux-x86_64OKMar 05 2025
R-4.3-win-x86_64NOTEMar 05 2025
R-4.3-mac-x86_64OKMar 05 2025
R-4.3-mac-aarch64OKMar 05 2025

Exports:auto.vetsis.legionis.legion.simis.ovesovessim.vesvesvets

Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSMatrixmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo

legion: Forecasting Using Multivariate Models

Ivan Svetunkov

Rendered fromlegion.Rmdusingknitr::rmarkdownon Mar 05 2025.

Last update: 2021-04-20
Started: 2021-02-18

ves() - Vector Exponential Smoothing

Ivan Svetunkov

Rendered fromves.Rmdusingknitr::rmarkdownon Mar 05 2025.

Last update: 2022-02-01
Started: 2021-02-18

vets() - Vector ETS

Ivan Svetunkov

Rendered fromvets.Rmdusingknitr::rmarkdownon Mar 05 2025.

Last update: 2022-02-01
Started: 2021-04-20