Package: UComp 5.3.1

UComp: Automatic Univariate Time Series Modelling of many Kinds

Comprehensive analysis and forecasting of univariate time series using automatic time series models of many kinds. Harvey AC (1989) <doi:10.1017/CBO9781107049994>. Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>. Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>. Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>. Gómez V, Maravall A (2000) <doi:10.1002/9781118032978>. Pedregal DJ, Trapero JR and Holgado E (2024) <doi:10.1016/j.ijforecast.2023.09.004>.

Authors:Diego J. Pedregal [aut, cre]

UComp_5.3.1.tar.gz
UComp_5.3.1.zip(r-4.7)UComp_5.3.1.zip(r-4.6)UComp_5.3.1.zip(r-4.5)
UComp_5.3.1.tgz(r-4.6-x86_64)UComp_5.3.1.tgz(r-4.6-arm64)UComp_5.3.1.tgz(r-4.5-x86_64)UComp_5.3.1.tgz(r-4.5-arm64)
UComp_5.3.1.tar.gz(r-4.7-arm64)UComp_5.3.1.tar.gz(r-4.7-x86_64)UComp_5.3.1.tar.gz(r-4.6-arm64)UComp_5.3.1.tar.gz(r-4.6-x86_64)
UComp_5.3.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
UComp/json (API)

# Install 'UComp' in R:
install.packages('UComp', repos = c('https://djpedregal.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • airpas - Airpassengers in Spain
  • ch4 - Methane concentration at Cape Grim in Australia
  • gdp - Spanish GDP
  • ipi - Spanish Industrial Production Index
  • OECDgdp - OECD GDP
  • sales - Sales index for large retailers in Spain
  • USgdp - US GDP

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

1.85 score 1 stars 1 scripts 624 downloads 61 exports 51 dependencies

Last updated from:3701433735. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK222
linux-devel-x86_64OK225
source / vignettesOK249
linux-release-arm64OK228
linux-release-x86_64OK198
macos-release-arm64OK216
macos-release-x86_64OK689
macos-oldrel-arm64OK286
macos-oldrel-x86_64OK355
windows-develOK255
windows-releaseOK259
windows-oldrelOK290
wasm-releaseOK152

Exports:AccuracyacftARIMAARIMAestimARIMAforecastARIMAsetupARIMAvalidatearma2tsiarmaFilterauxInvBoxCoxbox.coxcolMediansconvcusumDAYforecastdifETSETScomponentsETSestimETSforecastETSsetupETSvalidateextractgaussTestgetp0identinv.box.coxinvBoxCoxplotAcfPacfplotBarplotSlideplus_oneremoveNaNsrootsrowMedianssizeslideslideAuxsumStatstestsTETSTETScomponentsTETSestimTETSforecastTETSsetupTETSvalidatetsDisplayUCUCcommandUCcomponentsUCdisturbUCestimUCfilterUCforecastUChpUCsetupUCsmoothUCvalidatevarTestWEEKforecastzplane

Dependencies:anytimebase64encBHclicolorspacecpp11dplyrfarverforecastfracdiffgenericsggforceggplot2gluegridExtragtableisobandjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrMASSnlmennetpillarpkgconfigpolyclipR6RColorBrewerRcppRcppArmadillorlangS7scalessystemfontstibbletidyselecttimechangetimeDatetsibbletsoutlierstweenrurcautf8vctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
AccuracyAccuracy
acftacft
AIC.UCompAIC.UComp
Airpassengers in Spainairpas
ARIMAARIMA
ARIMAestimARIMAestim
ARIMAforecastARIMAforecast
ARIMAsetupARIMAsetup
ARIMAvalidateARIMAvalidate
arma2tsiarma2tsi
armaFilterarmaFilter
auxInvBoxCoxauxInvBoxCox
BIC.UCompBIC.UComp
box.coxbox.cox
Methane concentration at Cape Grim in Australiach4
colMedianscolMedians
convconv
cusumcusum
DAYforecastDAYforecast
difdif
ETSETS
ETScomponentsETScomponents
ETSestimETSestim
ETSforecastETSforecast
ETSsetupETSsetup
ETSvalidateETSvalidate
extractextract
gaussTestgaussTest
Spanish GDPgdp
getp0getp0
identident
inv.box.coxinv.box.cox
invBoxCoxinvBoxCox
Spanish Industrial Production Indexipi
OECD GDPOECDgdp
plotAcfPacfplotAcfPacf
plotBarplotBar
plotSlideplotSlide
plus_oneplus_one
predict.UComppredict.UComp
removeNaNsremoveNaNs
rootsroots
rowMediansrowMedians
Sales index for large retailers in Spainsales
sizesize
slideslide
slideAuxslideAux
sumStatssumStats
teststests
TETSTETS
TETScomponentsTETScomponents
TETSestimTETSestim
TETSforecastTETSforecast
TETSsetupTETSsetup
TETSvalidateTETSvalidate
tsDisplaytsDisplay
UCUC
UCcommandUCcommand
UCcomponentsUCcomponents
UCdisturbUCdisturb
UCestimUCestim
UCfilterUCfilter
UCforecastUCforecast
UChpUChp
UCompUComp-package UComp
UCsetupUCsetup
UCsmoothUCsmooth
UCvalidateUCvalidate
US GDPUSgdp
varTestvarTest
WEEKforecastWEEKforecast
zplanezplane