Package: nonlinearTseries
Type: Package
Title: Nonlinear Time Series Analysis
Version: 0.2.3
Date: 2015-07-17
Maintainer: Constantino A. Garcia <constantinoantonio.garcia@usc.es>
Authors@R: c(person("Constantino A.", "Garcia",
email = "constantinoantonio.garcia@usc.es",
role = c("aut", "cre")),
person("Gunther", "Sawitzki",
role = "ctb"))
Description: Functions for nonlinear time series analysis. This package permits
the computation of the most-used nonlinear statistics/algorithms
including generalized correlation dimension, information dimension,
largest Lyapunov exponent, sample entropy and Recurrence
Quantification Analysis (RQA), among others. Basic routines
for surrogate data testing are also included. Part of this work
was based on the book "Nonlinear time series analysis" by
Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).
License: GPL (>= 3)
Copyright: ANN library is copyright University of Maryland and Sunil
Arya and David Mount. R wrapper is based on the ANN library,
copyright Samuel Kemp 2005-9 and Gregory Jefferis 2009-2013.
See file COPYRIGHT for details
Depends: Matrix, rgl, tseries, TSA, Rcpp (>= 0.10.5), graphics, stats
LinkingTo: Rcpp
Suggests: plot3D, knitr,
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2015-07-25 11:31:31 UTC; gaussllego
Author: Constantino A. Garcia [aut, cre],
Gunther Sawitzki [ctb]
Repository: CRAN
Date/Publication: 2015-07-25 17:43:38
Package: Mcomp
Title: Data from the M-competitions
Description: The 1001 time series from the M-competition (Makridakis et
al. 1982) and the 3003 time series from the IJF-M3 competition
(Makridakis and Hibon, 2000).
Version: 2.05
Date: 2013-06-19
Depends: R (>= 2.10), graphics, stats, tseries, forecast
LazyData: yes
LazyLoad: yes
Author: Rob J Hyndman with assistance from Muhammad Akram and Christoph
Bergmeir.
Maintainer: Rob J Hyndman <Rob.Hyndman@monash.edu>
License: GPL (>= 2)
URL: http://robjhyndman.com/software/mcomp/
Packaged: 2013-06-19 06:13:41 UTC; hyndman
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-06-19 08:53:19
Package: earlywarnings
Type: Package
Title: Early Warning Signals Toolbox for Detecting Critical Transitions
in Timeseries
Version: 1.0.59
Date: 2013-04-07
Author: Vasilis Dakos <vasilis.dakos@gmail.com>, with contributions from S.R.
Carpenter, T. Cline, L. Lahti
Maintainer: Vasilis Dakos <vasilis.dakos@gmail.com>
Description: The Early-Warning-Signals Toolbox provides methods for estimating
statistical changes in timeseries that can be used for identifying nearby
critical transitions. Based on Dakos et al (2012) Methods for Detecting
Early Warnings of Critical Transitions in Time Series Illustrated Using
Simulated Ecological Data. PLoS ONE 7(7):e41010
Depends: R (>= 3.0.2), ggplot2, moments, tgp, tseries
Imports: fields, nortest, quadprog, Kendall, KernSmooth, lmtest, som, spam, stats
LazyLoad: yes
URL: http://www.early-warning-signals.org
http://vasilisdakos.wordpress.com
License: FreeBSD
Packaged: 2014-04-12 07:32:14 UTC; vasilisdakos
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-04-12 23:25:14
Package: RcmdrPlugin.epack
Type: Package
Title: Rcmdr plugin for time series
Version: 1.2.5
Date: 2012-03-31
Author: Erin Hodgess<hodgesse@uhd.edu>
Maintainer: Erin Hodgess <hodgesse@uhd.edu>
Depends: Rcmdr (>= 1.8-3), TeachingDemos, tseries, abind, MASS, xts, forecast
Description: This package provides an Rcmdr "plug-in" based on the time
series functions. Contributors: G. Jay Kerns, John Fox, and
Richard Heiberger.
License: GPL (>= 2)
Log-Exceptions: garch
Models: Arima, garch, HoltWinters
Repository: CRAN
Date/Publication: 2012-03-31 16:49:50
Packaged: 2012-03-31 16:38:34 UTC; erin
Package: CADFtest
Type: Package
Title: This package performs the CADF unit root test proposed in Hansen
(1995).
Version: 0.3-2
Date: 2014-01-08
Author: Claudio Lupi
Maintainer: Claudio Lupi <lupi@unimol.it>
Depends: dynlm, sandwich, tseries, urca
Suggests: fUnitRoots
Description: This package performs Hansen's (1995) Covariate-Augmented
Dickey-Fuller (CADF) test. The only required argument is y, the
Tx1 time series to be tested. If no stationary covariate X is
passed to the procedure, then an ordinary ADF test is
performed. The p-values of the test are computed using a
procedure proposed in Costantini, Lupi and Popp (2007),
illustrated in Lupi (2009).
License: GPL (>= 2)
URL: http://www.jstatsoft.org/v32/i02
LazyLoad: yes
LazyData: yes
Packaged: 2014-01-08 11:48:01 UTC; claudio
Repository: CRAN
Date/Publication: 2014-01-08 13:19:38
NeedsCompilation: no
Package: AnalyzeTS
Type: Package
Title: Analyze (Fuzzy) Time Series
Version: 2.0
Date: 2016-06-25
Author: Tran Thi Ngoc Han, Doan Hai Nghi, Mai Thi Hong Diem, Nguyen Thi Diem My, Hong Viet Minh, Vo Van Tai.
Maintainer: Hong Viet Minh <hongvietminh@gmail.com>
Description: Analyze (fuzzy) time series, calculate AIC value of common time series models and propose the best model. Fuzzy time series can be analyzed by "Chen", "Sing", "Heuristic" and "Chen-Hsu" models. The Abbasov-Mamedova model and an improved version of the Abbasov-Mamedova model is included as well.
License: GPL (>= 2.0)
LazyLoad: yes
Depends: MASS, TSA, TTR, tseries
NeedsCompilation: no
Packaged: 2016-06-25 08:41:05 UTC; Administrator
Repository: CRAN
Date/Publication: 2016-06-25 19:07:18
Package: forecTheta
Type: Package
Title: Forecasting Time Series by Theta Models
Version: 2.2
Date: 2016-05-25
Author: Jose Augusto Fiorucci, Francisco Louzada and Bao Yiqi
Maintainer: Jose Augusto Fiorucci <jafiorucci@gmail.com>
BugReports: Send an email for <jafiorucci@gmail.com> with title
'forecTheta Bug'
Depends: R (>= 2.0), parallel, forecast, tseries
Description: Routines for forecasting univariate time series using Theta Models. Contains several cross-validation routines.
License: GPL (>= 2)
URL: http://arxiv.org/abs/1503.03529
NeedsCompilation: no
Packaged: 2016-05-26 00:52:44 UTC; jafio
Repository: CRAN
Date/Publication: 2016-05-26 09:21:12
providing 
.