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.
| Version: | 0.2.1 |
| 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, Matrix, nloptr, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.8.100.0.0) |
| Suggests: | numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach |
| Published: | 2025-02-03 |
| DOI: | 10.32614/CRAN.package.legion |
| Author: | Ivan Svetunkov [aut, cre] (Senior Lecturer, Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Kandrika Fadhlan Pritularga [aut] (Lecturer, Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer: | Ivan Svetunkov <ivan at svetunkov.com> |
| BugReports: | https://github.com/config-i1/legion/issues |
| License: | LGPL-2.1 |
| URL: | https://github.com/config-i1/legion |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | legion results |
| Reference manual: | legion.pdf |
| Vignettes: |
legion: Forecasting Using Multivariate Models (source, R code) ves() - Vector Exponential Smoothing (source, R code) vets() - Vector ETS (source, R code) |
| Package source: | legion_0.2.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: legion_0.2.1.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): legion_0.2.1.tgz, r-oldrel (arm64): legion_0.1.2.tgz, r-release (x86_64): legion_0.2.1.tgz, r-oldrel (x86_64): legion_0.1.2.tgz |
| Old sources: | legion archive |
| Reverse suggests: | smooth |
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