Package: legion 0.2.1.41005
Ivan Svetunkov
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:
legion_0.2.1.41005.tar.gz
legion_0.2.1.41005.zip(r-4.5)legion_0.2.1.41005.zip(r-4.4)legion_0.2.1.41005.zip(r-4.3)
legion_0.2.1.41005.tgz(r-4.4-x86_64)legion_0.2.1.41005.tgz(r-4.4-arm64)legion_0.2.1.41005.tgz(r-4.3-x86_64)legion_0.2.1.41005.tgz(r-4.3-arm64)
legion_0.2.1.41005.tar.gz(r-4.5-noble)legion_0.2.1.41005.tar.gz(r-4.4-noble)
legion_0.2.1.41005.tgz(r-4.4-emscripten)legion_0.2.1.41005.tgz(r-4.3-emscripten)
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
Last updated 18 days agofrom:af5fb35bdf. Checks:OK: 7 NOTE: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win-x86_64 | OK | Nov 05 2024 |
| R-4.5-linux-x86_64 | OK | Nov 05 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 05 2024 |
| R-4.4-mac-x86_64 | OK | Nov 05 2024 |
| R-4.4-mac-aarch64 | OK | Nov 05 2024 |
| R-4.3-win-x86_64 | NOTE | Nov 05 2024 |
| R-4.3-mac-x86_64 | OK | Nov 05 2024 |
| R-4.3-mac-aarch64 | OK | Nov 05 2024 |
Exports:auto.vetsis.legionis.legion.simis.ovesovessim.vesvesvets
Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSMatrixmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo
legion: Forecasting Using Multivariate Models
Rendered fromlegion.Rmdusingknitr::rmarkdownon Nov 05 2024.Last update: 2021-04-20
Started: 2021-02-18
ves() - Vector Exponential Smoothing
Rendered fromves.Rmdusingknitr::rmarkdownon Nov 05 2024.Last update: 2022-02-01
Started: 2021-02-18
vets() - Vector ETS
Rendered fromvets.Rmdusingknitr::rmarkdownon Nov 05 2024.Last update: 2022-02-01
Started: 2021-04-20
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Vector ETS-PIC model | auto.vets vets |
| legion classes checkers | is.legion is.legion.sim is.oves |
| Legion package | legion-package legion |
| Occurrence part of Vector State Space | oves |
| Plots for the fit and states | plot.legion |
| Simulate Vector Exponential Smoothing | sim.ves |
| Vector Exponential Smoothing in SSOE state space model | ves |