Package: UComp 5.0.4

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_5.0.4.tar.gz
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UComp.pdf |UComp.html
UComp/json (API)

# Install 'UComp' in R:
install.packages('UComp', repos = c('https://djpedregal.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • OECDgdp - OECD GDP
  • USgdp - US GDP
  • airpas - Airpassengers in Spain
  • ch4 - Methane concentration at Cape Grim in Australia
  • gdp - Spanish GDP
  • ipi - Spanish Industrial Production Index
  • sales - Sales index for large retailers in Spain

On CRAN:

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

1.48 score 1 stars 399 downloads 67 exports 61 dependencies

Last updated 4 months agofrom:5be592d554. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-win-x86_64OKOct 25 2024
R-4.5-linux-x86_64OKOct 25 2024
R-4.4-win-x86_64OKOct 25 2024
R-4.4-mac-x86_64OKOct 25 2024
R-4.4-mac-aarch64OKOct 25 2024
R-4.3-win-x86_64OKOct 25 2024
R-4.3-mac-x86_64OKOct 25 2024
R-4.3-mac-aarch64OKOct 25 2024

Exports:AccuracyacftARIMAARIMAestimARIMAmodelARIMAsetupARIMAvalidatearma2tsiarmaFilterauxInvBoxCoxbox.coxcolMediansconvcusumdifETSETScomponentsETSestimETSmodelETSsetupETSvalidateextractgaussTestgetp0identinv.box.coxinvBoxCoxmodelUC2armamodelUC2PTSplotAcfPacfplotBarplotSlideplus_onePTSPTS2modelUCPTScomponentsPTSestimPTSmodelPTSsetupPTSvalidateremoveNaNsrootsrowMedianssizeslideslideAuxsumStatstestsTETSTETScomponentsTETSestimTETSmodelTETSsetupTETSvalidatetsDisplayUCUCcomponentsUCdisturbUCestimUCfilterUChpUCmodelUCsetupUCsmoothUCvalidatevarTestzplane

Dependencies:anytimeBHclicolorspacecpp11curldplyrellipsisfansifarverforecastfracdiffgenericsggforceggplot2gluegridExtragtableisobandjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigpolyclipquadprogquantmodR6RColorBrewerRcppRcppArmadilloRcppEigenrlangscalessystemfontstibbletidyselecttimechangetimeDatetseriestsibbletsoutliersTTRtweenrurcautf8vctrsviridisLitewithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
AccuracyAccuracy
acftacft
AIC.UCompAIC.UComp
Airpassengers in Spainairpas
ARIMAARIMA
ARIMAestimARIMAestim
ARIMAmodelARIMAmodel
ARIMAsetupARIMAsetup
ARIMAvalidateARIMAvalidate
arma2tsiarma2tsi
armaFilterarmaFilter
auxInvBoxCoxauxInvBoxCox
BIC.UCompBIC.UComp
box.coxbox.cox
Methane concentration at Cape Grim in Australiach4
colMedianscolMedians
convconv
cusumcusum
difdif
ETSETS
ETScomponentsETScomponents
ETSestimETSestim
ETSmodelETSmodel
ETSsetupETSsetup
ETSvalidateETSvalidate
extractextract
fitted.ETSfitted.ETS fitted.PTS fitted.TETS
gaussTestgaussTest
Spanish GDPgdp
getp0getp0
identident
inv.box.coxinv.box.cox
invBoxCoxinvBoxCox
Spanish Industrial Production Indexipi
modelUC2armamodelUC2arma
modelUC2PTSmodelUC2PTS
OECD GDPOECDgdp
plot.ARIMAplot.ARIMA
plot.ETSplot.ETS plot.PTS plot.TETS
plotAcfPacfplotAcfPacf
plotBarplotBar
plotSlideplotSlide
plus_oneplus_one
predict.UComppredict.UComp
print.ARIMAprint.ARIMA print.ETS print.PTS print.TETS
PTSPTS
PTS2modelUCPTS2modelUC
PTScomponentsPTScomponents
PTSestimPTSestim
PTSmodelPTSmodel
PTSsetupPTSsetup
PTSvalidatePTSvalidate
removeNaNsremoveNaNs
residuals.ETSresiduals.ETS residuals.PTS residuals.TETS
rootsroots
rowMediansrowMedians
Sales index for large retailers in Spainsales
sizesize
slideslide
slideAuxslideAux
summary.ARIMAsummary.ARIMA
summary.ETSsummary.ETS
summary.PTSsummary.PTS
summary.TETSsummary.TETS
sumStatssumStats
teststests
TETSTETS
TETScomponentsTETScomponents
TETSestimTETSestim
TETSmodelTETSmodel
TETSsetupTETSsetup
TETSvalidateTETSvalidate
tsDisplaytsDisplay
UCUC
UCcomponentsUCcomponents
UCdisturbUCdisturb
UCestimUCestim
UCfilterUCfilter
UChpUChp
UCmodelUCmodel
UCompUComp-package UComp
UCsetupUCsetup
UCsmoothUCsmooth
UCvalidateUCvalidate
US GDPUSgdp
varTestvarTest
zplanezplane