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simts: Time Series Analysis Tools

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi:10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

Version: 0.2.2
Depends: R (≥ 3.6.0)
Imports: Rcpp, stats, utils, scales, grDevices, graphics, broom, dplyr, magrittr, methods, purrr, tidyr, robcor
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2023-08-31
DOI: 10.32614/CRAN.package.simts
Author: Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Lionel Voirol [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Maintainer: Stéphane Guerrier <stef.guerrier at gmail.com>
BugReports: https://github.com/SMAC-Group/simts/issues
License: AGPL-3 | file LICENSE
Copyright: see file COPYRIGHTS
URL: https://github.com/SMAC-Group/simts, https://arxiv.org/pdf/1607.04543.pdf
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: simts results

Documentation:

Reference manual: simts.pdf
Vignettes: Simulations from Time Series Models

Downloads:

Package source: simts_0.2.2.tar.gz
Windows binaries: r-devel: simts_0.2.2.zip, r-release: simts_0.2.2.zip, r-oldrel: simts_0.2.2.zip
macOS binaries: r-release (arm64): simts_0.2.2.tgz, r-oldrel (arm64): simts_0.2.2.tgz, r-release (x86_64): simts_0.2.2.tgz, r-oldrel (x86_64): simts_0.2.2.tgz
Old sources: simts archive

Reverse dependencies:

Reverse depends: navigation
Reverse imports: avar, wv
Reverse suggests: gmwmx

Linking:

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