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BTSR: Bounded Time Series Regression

Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <doi:10.48550/arXiv.2211.02097>.

Version: 0.1.5
Depends: R (≥ 4.0.0)
Published: 2023-09-23
DOI: 10.32614/CRAN.package.BTSR
Author: Taiane Schaedler Prass ORCID iD [aut, cre, com], Guilherme Pumi ORCID iD [ctb, aut], Fábio Mariano Bayer ORCID iD [ctb], Jack Joseph Dongarra [ctb], Cleve Moler [ctb], Gilbert Wright Stewart [ctb], Ciyou Zhu [ctb], Richard H. Byrd [ctb], Jorge Nocedal [ctb], Jose Luis Morales [ctb], Peihuang Lu-Chen [ctb], John Burkardt [ctb], Alan Miller [ctb], B.E. Schneider [ctb], Alfred H. Morris [ctb], D.E. Shaw [ctb], Robert W.M. Wedderburn [ctb], Jason Blevins [ctb], Brian Wichman [ctb], David Hill [ctb], Hiroshi Takano [ctb], George Marsaglia [ctb], Jean-Michel Brankart [ctb], Steve Kifowit [ctb], Donald E. Knuth [ctb], Catherine Loader [ctb]
Maintainer: Taiane Schaedler Prass <taianeprass at gmail.com>
License: GPL (≥ 3)
Copyright: see file COPYRIGHTS
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: BTSR results

Documentation:

Reference manual: BTSR.pdf

Downloads:

Package source: BTSR_0.1.5.tar.gz
Windows binaries: r-devel: BTSR_0.1.5.zip, r-release: BTSR_0.1.5.zip, r-oldrel: BTSR_0.1.5.zip
macOS binaries: r-release (arm64): BTSR_0.1.5.tgz, r-oldrel (arm64): BTSR_0.1.5.tgz, r-release (x86_64): BTSR_0.1.5.tgz, r-oldrel (x86_64): BTSR_0.1.5.tgz
Old sources: BTSR archive

Linking:

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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.