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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 and simulation function for VES.

Version: 0.1.2
Depends: R (≥ 3.5.0), greybox (≥ 1.0.4), smooth (≥ 3.1.0)
Imports: Rcpp (≥ 0.12.3), stats, generics (≥ 0.1.2), graphics, grDevices, nloptr, utils, zoo
LinkingTo: Rcpp, RcppArmadillo (≥ 0.8.100.0.0)
Suggests: numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach
Published: 2023-01-31
DOI: 10.32614/CRAN.package.legion
Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Kandrika Fadhlan Pritularga [aut] (PhD Student at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan at svetunkov.ru>
BugReports: https://github.com/config-i1/legion/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/config-i1/legion
NeedsCompilation: yes
Language: en-GB
Materials: README NEWS
In views: TimeSeries
CRAN checks: legion results

Documentation:

Reference manual: legion.pdf
Vignettes: legion: Forecasting Using Multivariate Models
ves() - Vector Exponential Smoothing
vets() - Vector ETS

Downloads:

Package source: legion_0.1.2.tar.gz
Windows binaries: r-devel: legion_0.1.2.zip, r-release: legion_0.1.2.zip, r-oldrel: legion_0.1.2.zip
macOS binaries: r-release (arm64): legion_0.1.2.tgz, r-oldrel (arm64): legion_0.1.2.tgz, r-release (x86_64): legion_0.1.2.tgz, r-oldrel (x86_64): legion_0.1.2.tgz
Old sources: legion archive

Reverse dependencies:

Reverse depends: complex
Reverse suggests: smooth

Linking:

Please use the canonical form https://CRAN.R-project.org/package=legion 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.