The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Implements parametric modal Autoregressive Integrated Moving Average (ARIMA) models utilizing the Skewed Distribution (SKD) family. Current distributions supported are the Skew-Normal, Skewed Student-t, and Skewed Laplace. The conditional mode is parameterized and optimized via maximum likelihood using analytical gradients. Includes comprehensive residual diagnostics, robustness options (heavy tails, asymmetry), robust parametric bootstrap prediction intervals, and classical asymptotic inference via the Fisher Information matrix. Methods are described in Galarza, C.E., Lachos, V.H., Cabral, C.R.B., & Castro, L.M. (2017) <doi:10.1002/sta4.140>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, forecast, ggplot2, gridExtra, scales, grid |
| Suggests: | rmarkdown, testthat (≥ 3.0.0), knitr |
| Published: | 2026-05-12 |
| DOI: | 10.32614/CRAN.package.ModalForecast |
| Author: | Christian Galarza [aut, cre] |
| Maintainer: | Christian Galarza <chedgala at espol.edu.ec> |
| BugReports: | https://github.com/chedgala/ModalForecast/issues |
| License: | GPL-3 |
| URL: | https://github.com/chedgala/ModalForecast |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | ModalForecast results |
| Reference manual: | ModalForecast.html , ModalForecast.pdf |
| Package source: | ModalForecast_0.1.0.tar.gz |
| Windows binaries: | r-devel: ModalForecast_0.1.0.zip, r-release: ModalForecast_0.1.0.zip, r-oldrel: ModalForecast_0.1.0.zip |
| macOS binaries: | r-release (arm64): ModalForecast_0.1.0.tgz, r-oldrel (arm64): ModalForecast_0.1.0.tgz, r-release (x86_64): ModalForecast_0.1.0.tgz, r-oldrel (x86_64): ModalForecast_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=ModalForecast to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.