tsPI

Package: tsPI
Title: Improved Prediction Intervals for ARIMA Processes and Structural
Time Series
Version: 1.0.1
Date: 2016-03-17
Author: Jouni Helske
Maintainer: Jouni Helske <jouni.helske@jyu.fi>
Imports: KFAS
Suggests: testthat
Description: Prediction intervals for ARIMA and structural time series
models using importance sampling approach with uninformative priors for model
parameters, leading to more accurate coverage probabilities in frequentist
sense. Instead of sampling the future observations and hidden states of the
state space representation of the model, only model parameters are sampled,
and the method is based solving the equations corresponding to the conditional
coverage probability of the prediction intervals. This makes method relatively
fast compared to for example MCMC methods, and standard errors of prediction
limits can also be computed straightforwardly.
License: GPL-3
NeedsCompilation: yes
Encoding: UTF-8
BugReports: https://github.com/helske/tsPI/issues
RoxygenNote: 5.0.1
Packaged: 2016-03-17 06:59:17 UTC; jovetale
Repository: CRAN
Date/Publication: 2016-03-17 13:14:01

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'tsPI' ...
** package 'tsPI' successfully unpacked and MD5 sums checked
** libs
gfortran  -fpic -g -O2  -c  approxinfmat.f95 -o approxinfmat.o
gfortran  -fpic -g -O2  -c  arcov.f95 -o arcov.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c init.c -o init.o
gfortran -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o tsPI.so approxinfmat.o arcov.o init.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/tsPI/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'tsPI'
    finding HTML links ... done
    acv_arma                                html  
    arima_pi                                html  
    avg_coverage_arima                      html  
    avg_coverage_struct                     html  
    dacv_arma                               html  
    information_arma                        html  
    priors                                  html  
    struct_pi                               html  
    tsPI                                    html  
** building package indices
** testing if installed package can be loaded
* DONE (tsPI)
Making 'packages.html' ... done