Package: ltsa 1.4.6.1
ltsa: Linear Time Series Analysis
Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.
Authors:
ltsa_1.4.6.1.tar.gz
ltsa_1.4.6.1.zip(r-4.5)ltsa_1.4.6.1.zip(r-4.4)ltsa_1.4.6.1.zip(r-4.3)
ltsa_1.4.6.1.tgz(r-4.4-x86_64)ltsa_1.4.6.1.tgz(r-4.4-arm64)ltsa_1.4.6.1.tgz(r-4.3-x86_64)ltsa_1.4.6.1.tgz(r-4.3-arm64)
ltsa_1.4.6.1.tar.gz(r-4.5-noble)ltsa_1.4.6.1.tar.gz(r-4.4-noble)
ltsa_1.4.6.1.tgz(r-4.4-emscripten)ltsa_1.4.6.1.tgz(r-4.3-emscripten)
ltsa.pdf |ltsa.html✨
ltsa/json (API)
NEWS
# Install 'ltsa' in R: |
install.packages('ltsa', repos = c('https://angusian.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 months agofrom:74d44fea1c. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 18 2024 |
R-4.5-win-x86_64 | OK | Nov 18 2024 |
R-4.5-linux-x86_64 | OK | Nov 18 2024 |
R-4.4-win-x86_64 | OK | Nov 18 2024 |
R-4.4-mac-x86_64 | OK | Nov 18 2024 |
R-4.4-mac-aarch64 | OK | Nov 18 2024 |
R-4.3-win-x86_64 | OK | Nov 18 2024 |
R-4.3-mac-x86_64 | OK | Nov 18 2024 |
R-4.3-mac-aarch64 | OK | Nov 18 2024 |
Exports:DHSimulateDLAcfToARDLLoglikelihoodDLResidualsDLSimulateexactLoglikelihoodinnovationVarianceis.toeplitzPredictionVarianceSimGLPtacvfARMAToeplitzInverseUpdateTrenchForecastTrenchInverseTrenchLoglikelihoodTrenchMean
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Linear Time Series Analysis | ltsa-package ltsa |
Simulate General Linear Process | DHSimulate |
Autocorrelations to AR parameters | DLAcfToAR |
Durbin-Levinsion Loglikelihood | DLLoglikelihood |
Prediction residuals | DLResiduals |
Simulate linear time series | DLSimulate |
Exact log-likelihood and MLE for variance | exactLoglikelihood |
Nonparametric estimate of the innovation variance | innovationVariance |
test if argument is a symmetric Toeplitz matrix | is.toeplitz |
Prediction variance | PredictionVariance |
Simulate GLP given innovations | SimGLP |
theoretical autocovariance function (acvf) of ARMA | tacvfARMA |
Inverse of Toeplitz matrix of order n+1 given inverse of order n | ToeplitzInverseUpdate |
Minimum Mean Square Forecast | TrenchForecast |
compute the matrix inverse of a positive-definite Toepliz matrix | TrenchInverse |
Loglikelihood function of stationary time series using Trench algorithm | TrenchLoglikelihood |
Exact MLE for mean given the autocorrelation function | TrenchMean |