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simts

:hourglass_flowing_sand: Time Series Tools R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.

https://github.com/smac-group/simts

Science Score: 10.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ○
    codemeta.json file
  • ○
    .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ✓
    Committers with academic emails
    8 of 20 committers (40.0%) from academic institutions
  • ○
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    Low similarity (21.4%) to scientific vocabulary

Keywords

r rcpp rcpparmadillo simulation time-series timeseries timeseries-data
Last synced: 6 months ago · JSON representation

Repository

:hourglass_flowing_sand: Time Series Tools R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.

Basic Info
Statistics
  • Stars: 15
  • Watchers: 9
  • Forks: 7
  • Open Issues: 2
  • Releases: 0
Topics
r rcpp rcpparmadillo simulation time-series timeseries timeseries-data
Created over 8 years ago · Last pushed over 2 years ago
Metadata Files
Readme License

README.Rmd 

---
output: github_document
---



```{r, echo = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-"
)

library(simts)
```

[![R-CMD-check](https://github.com/SMAC-Group/simts/workflows/R-CMD-check/badge.svg)](https://github.com/SMAC-Group/simts/actions)
[![Licence](https://img.shields.io/badge/licence-AGPL--3.0-blue.svg)](https://opensource.org/licenses/AGPL-3.0)
[![minimal R version](https://img.shields.io/badge/R%3E%3D-3.4.0-6666ff.svg)](https://cran.r-project.org/)
[![CRAN](http://www.r-pkg.org/badges/version/simts)](https://cran.r-project.org/package=simts)
[![CRAN RStudio mirror downloads](http://cranlogs.r-pkg.org/badges/simts)](https://www.r-pkg.org/pkg/simts)
[![CRAN RStudio mirror downloads](https://cranlogs.r-pkg.org/badges/grand-total/simts)](https://www.r-pkg.org/pkg/simts)
[![Last-changedate](https://img.shields.io/badge/last%20change-`r gsub('-', '--', Sys.Date())`-green.svg)](https://github.com/SMAC-Group/simts)

# `simts` Overview 

The Time Series Tools (`simts`) R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models. Its original purpose was to be a support to the online textbook ["Applied Time Series Analysis with R"](https://smac-group.github.io/ts/) but can obviously be used for time series analysis in general. More specifically, the package provides tools with the following features:

* Simulation of time series from SARIMA models to various state-space models that can be expressed as latent time series processes.
* Visualization of time series data with user specifications.
* Specific simulation and visualization tools for latent time series models.
* Easy-to-use functions to estimate and infer on the parameters of time series models through different methods (standard and robust).
* Diagnostic and statistical tools to assess goodness of fit and select the best model for the data.
* Estimating and plotting tools to deliver point forecasts and confidence intervals.

To understand the usage of the `simts` package, please refer to the "Vignettes" tab above.

## Install Instructions

## Installation

The `simts` package is available on both CRAN and GitHub. The CRAN
version is considered stable while the GitHub version is subject to modifications/updates which 
may lead to installation problems or broken functions. You can install the stable version of the
`simts` package with:

```{r, eval=FALSE}
install.packages("simts")
```

For users who are interested in having the latest developments, the GitHub version is ideal although more dependencies are required to run a stable version of the package. Most importantly, users **must** have a (C++) compiler installed on their machine that is compatible with R (e.g. Clang).

```{r, eval=FALSE}
# Install dependencies
install.packages(c("RcppArmadillo","devtools","knitr","rmarkdown"))

# Install the package from GitHub without Vignettes/User Guides
devtools::install_github("SMAC-Group/simts")

# Install the package with Vignettes/User Guides 
devtools::install_github("SMAC-Group/simts", build_vignettes = TRUE)
```

*The setup to obtain the development version of `simts` is platform dependent.*

## License
The license this source code is released under is the GNU AFFERO GENERAL PUBLIC LICENSE (AGPL) v3.0. Please see the LICENSE file for full text. Otherwise, please consult [TLDR Legal](https://tldrlegal.com/license/gnu-affero-general-public-license-v3-(agpl-3.0)) or [GNU](https://www.gnu.org/licenses/agpl-3.0.en.html) which will provide a synopsis of the restrictions placed upon the code.

Owner

  • Name: Statistical Methods, Applications & Computing Group
  • Login: SMAC-Group
  • Kind: organization
  • Email: contact@smac-group.com

GitHub Events

Total
  • Issues event: 1
Last Year
  • Issues event: 1

Committers

Last synced: 10 months ago

All Time
  • Total Commits: 528
  • Total Committers: 20
  • Avg Commits per committer: 26.4
  • Development Distribution Score (DDS): 0.784
Past Year
  • Commits: 0
  • Committers: 0
  • Avg Commits per committer: 0.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Justin Lee j****3@i****u 114
Yuming Zhang y****6@i****u 102
lionelvoirol l****l@h****m 98
stephaneguerrier s****e@p****u 94
Roberto Molinari r****i@h****t 23
Stéphane Guerrier s****r@S****e 23
Duke Zhang d****e@D****l 15
Nate Claussen n****2@i****u 13
Stéphane Guerrier s****r@S****l 11
Stéphane Guerrier s****r@s****e 11
Yuming-Zhang y****5@g****m 10
Davide Cucci d****i@g****m 2
samorso S****o@u****h 2
Ryan Faris r****3@p****u 2
dukezhang007 y****2@g****m 2
Gaetan Bakalli g****i@u****h 2
Chase Rosendale 2****6 1
Davide Antonio Cucci d****i@e****h 1
Duke Zhang d****e@d****n 1
Stephane g****s@C****l 1
Committer Domains (Top 20 + Academic)
illinois.edu: 3 unige.ch: 2 stephanes-mbp.home: 2 psu.edu: 2 dukes-mbp.lan: 1 epfl.ch: 1 hotmail.it: 1

Issues and Pull Requests

Last synced: 7 months ago

All Time
  • Total issues: 34
  • Total pull requests: 1
  • Average time to close issues: 4 months
  • Average time to close pull requests: about 6 hours
  • Total issue authors: 4
  • Total pull request authors: 1
  • Average comments per issue: 0.18
  • Average comments per pull request: 0.0
  • Merged pull requests: 1
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 1
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 1
  • Pull request authors: 0
  • Average comments per issue: 0.0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • stephaneguerrier (22)
  • robertomolinari (6)
  • Yuming-Zhang (5)
  • nikosGeography (1)
Pull Request Authors
  • theace0296 (1)
Top Labels
Issue Labels
enhancement (12) help wanted (1) bug (1)
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 330 last-month
  • Total dependent packages: 4
  • Total dependent repositories: 3
  • Total versions: 5
  • Total maintainers: 1
cran.r-project.org: simts

Time Series Analysis Tools

  • Versions: 5
  • Dependent Packages: 4
  • Dependent Repositories: 3
  • Downloads: 330 Last month
Rankings
Forks count: 8.7%
Dependent packages count: 9.3%
Stargazers count: 14.1%
Average: 14.3%
Dependent repos count: 16.5%
Downloads: 23.1%
Maintainers (1)
stef.guerrier@gmail.com
Last synced: 7 months ago

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  • magrittr * imports
  • purrr * imports
  • rlang * imports
  • tibble >= 2.1.1 imports
  • tidyselect >=1.1.0 imports
  • utils * imports
  • vctrs >= 0.3.6 imports
  • covr * suggests
  • data.table * suggests
  • jsonlite * suggests
  • knitr * suggests
  • readr * suggests
  • repurrrsive >=1.0.0 suggests
  • rmarkdown * suggests
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revdep/library/simts/new/tidyselect/DESCRIPTION cran
  • R >= 3.2 depends
  • ellipsis * imports
  • glue >= 1.3.0 imports
  • purrr >= 0.3.2 imports
  • rlang >= 0.4.6 imports
  • vctrs >= 0.3.0 imports
  • covr * suggests
  • crayon * suggests
  • dplyr * suggests
  • knitr * suggests
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  • rmarkdown * suggests
  • testthat >=2.3.0 suggests
  • tibble >= 2.1.3 suggests
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revdep/library/simts/new/utf8/DESCRIPTION cran
  • R >= 2.10 depends
  • cli * suggests
  • covr * suggests
  • knitr * suggests
  • rlang * suggests
  • rmarkdown * suggests
  • testthat >= 3.0.0 suggests
  • withr * suggests
revdep/library/simts/new/vctrs/DESCRIPTION cran
  • R >= 3.3 depends
  • ellipsis >= 0.2.0 imports
  • glue * imports
  • rlang >= 0.4.10 imports
  • bit64 * suggests
  • covr * suggests
  • crayon * suggests
  • dplyr >= 0.8.5 suggests
  • generics * suggests
  • knitr * suggests
  • pillar >= 1.4.4 suggests
  • pkgdown * suggests
  • rmarkdown * suggests
  • testthat >= 2.3.0 suggests
  • tibble * suggests
  • waldo >= 0.2.0 suggests
  • withr * suggests
  • xml2 * suggests
  • zeallot * suggests
revdep/library/simts/new/viridisLite/DESCRIPTION cran
  • R >= 2.10 depends
  • covr * suggests
  • ggplot2 >= 1.0.1 suggests
  • hexbin >= 1.27.0 suggests
  • testthat * suggests
revdep/library/simts/new/withr/DESCRIPTION cran
  • R >= 3.2.0 depends
  • grDevices * imports
  • graphics * imports
  • stats * imports
  • DBI * suggests
  • RSQLite * suggests
  • callr * suggests
  • covr * suggests
  • knitr * suggests
  • lattice * suggests
  • methods * suggests
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revdep/library/simts/old/R6/DESCRIPTION cran
  • R >= 3.0 depends
  • pryr * suggests
  • testthat * suggests
revdep/library/simts/old/RColorBrewer/DESCRIPTION cran
  • R >= 2.0.0 depends
revdep/library/simts/old/Rcpp/DESCRIPTION cran
  • methods * imports
  • utils * imports
  • inline * suggests
  • pkgKitten >= 0.1.2 suggests
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  • tinytest * suggests
revdep/library/simts/old/Rcpp/tinytest/testRcppClass/DESCRIPTION cran
  • R >= 2.15.0 depends
  • Rcpp >= 0.8.5 imports
  • methods * imports
revdep/library/simts/old/Rcpp/tinytest/testRcppInterfaceExporter/DESCRIPTION cran
  • R >= 3.1.0 depends
  • Rcpp * imports
revdep/library/simts/old/Rcpp/tinytest/testRcppInterfaceUser/DESCRIPTION cran
  • R >= 3.1.0 depends
  • Rcpp * imports
revdep/library/simts/old/Rcpp/tinytest/testRcppModule/DESCRIPTION cran
  • Rcpp >= 0.8.5 depends
  • methods * depends
revdep/library/simts/old/Rcpp/tinytest/testRcppPackage/DESCRIPTION cran
  • Rcpp * imports
revdep/library/simts/old/RcppArmadillo/DESCRIPTION cran
  • R >= 3.3.0 depends
  • Rcpp >= 0.11.0 imports
  • methods * imports
  • stats * imports
  • utils * imports
  • Matrix >= 1.3.0 suggests
  • pkgKitten * suggests
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  • slam * suggests
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revdep/library/simts/old/backports/DESCRIPTION cran
  • R >= 3.0.0 depends
revdep/library/simts/old/broom/DESCRIPTION cran
  • R >= 3.1 depends
  • backports * imports
  • dplyr >= 1.0.0 imports
  • ellipsis * imports
  • generics >= 0.0.2 imports
  • ggplot2 * imports
  • glue * imports
  • methods * imports
  • purrr * imports
  • rlang * imports
  • stringr * imports
  • tibble >= 3.0.0 imports
  • tidyr >= 1.0.0 imports
  • AER * suggests
  • AUC * suggests
  • Hmisc * suggests
  • Kendall * suggests
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  • Matrix * suggests
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revdep/library/simts/old/cli/DESCRIPTION cran
  • R >= 2.10 depends
  • glue * imports
  • utils * imports
  • asciicast * suggests
  • callr * suggests
  • covr * suggests
  • grDevices * suggests
  • htmltools * suggests
  • htmlwidgets * suggests
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  • ps >= 1.3.4.9000 suggests
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  • testthat * suggests
  • tibble * suggests
  • whoami * suggests
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revdep/library/simts/old/colorspace/DESCRIPTION cran
  • R >= 3.0.0 depends
  • methods * depends
  • grDevices * imports
  • graphics * imports
  • stats * imports
  • KernSmooth * suggests
  • MASS * suggests
  • RColorBrewer * suggests
  • datasets * suggests
  • dplyr * suggests
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  • grid * suggests
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revdep/library/simts/old/cpp11/DESCRIPTION cran
  • Rcpp * suggests
  • bench * suggests
  • brio * suggests
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  • covr * suggests
  • decor * suggests
  • desc * suggests
  • ggplot2 * suggests
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revdep/library/simts/old/crayon/DESCRIPTION cran
  • grDevices * imports
  • methods * imports
  • utils * imports
  • mockery * suggests
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revdep/library/simts/old/digest/DESCRIPTION cran
  • R >= 3.3.0 depends
  • utils * imports
  • simplermarkdown * suggests
  • tinytest * suggests
revdep/library/simts/old/dplyr/DESCRIPTION cran
  • R >= 3.3.0 depends
  • R6 * imports
  • ellipsis * imports
  • generics * imports
  • glue >= 1.3.2 imports
  • lifecycle >= 1.0.0 imports
  • magrittr >= 1.5 imports
  • methods * imports
  • pillar >= 1.5.1 imports
  • rlang >= 0.4.10 imports
  • tibble >=2.1.3 imports
  • tidyselect >= 1.1.0 imports
  • utils * imports
  • vctrs >= 0.3.5 imports
  • DBI * suggests
  • Lahman * suggests
  • RMySQL * suggests
  • RPostgreSQL * suggests
  • RSQLite * suggests
  • bench * suggests
  • broom * suggests
  • callr * suggests
  • covr * suggests
  • dbplyr >= 1.4.3 suggests
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  • lobstr * suggests
  • microbenchmark * suggests
  • nycflights13 * suggests
  • purrr * suggests
  • rmarkdown * suggests
  • testthat >= 3.0.2 suggests
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revdep/library/simts/old/ellipsis/DESCRIPTION cran
  • R >= 3.2 depends
  • rlang >= 0.3.0 imports
  • covr * suggests
  • testthat * suggests
revdep/library/simts/old/fansi/DESCRIPTION cran
  • R >= 3.1.0 depends
  • grDevices * imports
  • utils * imports
  • knitr * suggests
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  • unitizer * suggests
revdep/library/simts/old/farver/DESCRIPTION cran
  • covr * suggests
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revdep/library/simts/old/generics/DESCRIPTION cran
  • R >= 3.2 depends
  • methods * imports
  • covr * suggests
  • pkgload * suggests
  • testthat >= 3.0.0 suggests
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revdep/library/simts/old/ggplot2/DESCRIPTION cran
  • R >= 3.3 depends
  • sp * enhances
  • MASS * imports
  • digest * imports
  • glue * imports
  • grDevices * imports
  • grid * imports
  • gtable >= 0.1.1 imports
  • isoband * imports
  • mgcv * imports
  • rlang >= 0.4.10 imports
  • scales >= 0.5.0 imports
  • stats * imports
  • tibble * imports
  • withr >= 2.0.0 imports
  • Hmisc * suggests
  • RColorBrewer * suggests
  • covr * suggests
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  • ggplot2movies * suggests
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  • rmarkdown * suggests
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  • sf >= 0.7 suggests
  • svglite >= 1.2.0.9001 suggests
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revdep/library/simts/old/glue/DESCRIPTION cran
  • R >= 3.4 depends
  • methods * imports
  • DBI * suggests
  • R.utils * suggests
  • RSQLite * suggests
  • covr * suggests
  • crayon * suggests
  • dplyr * suggests
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  • rprintf * suggests
  • stringr * suggests
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  • vctrs >= 0.3.0 suggests
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revdep/library/simts/old/gtable/DESCRIPTION cran
  • R >= 3.0 depends
  • grid * imports
  • covr * suggests
  • ggplot2 * suggests
  • knitr * suggests
  • profvis * suggests
  • rmarkdown * suggests
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revdep/library/simts/old/isoband/DESCRIPTION cran
  • grid * imports
  • utils * imports
  • covr * suggests
  • ggplot2 * suggests
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revdep/library/simts/old/labeling/DESCRIPTION cran
  • graphics * imports
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revdep/library/simts/old/lifecycle/DESCRIPTION cran
  • R >= 3.3 depends
  • glue * imports
  • rlang >= 0.4.10 imports
  • covr * suggests
  • crayon * suggests
  • knitr * suggests
  • lintr * suggests
  • rmarkdown * suggests
  • testthat >= 3.0.1 suggests
  • tibble * suggests
  • tidyverse * suggests
  • tools * suggests
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revdep/library/simts/old/magrittr/DESCRIPTION cran
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revdep/library/simts/old/munsell/DESCRIPTION cran
  • colorspace * imports
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  • ggplot2 * suggests
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revdep/library/simts/old/pillar/DESCRIPTION cran
  • cli * imports
  • crayon >= 1.3.4 imports
  • ellipsis >= 0.3.2 imports
  • fansi * imports
  • lifecycle * imports
  • rlang >= 0.3.0 imports
  • utf8 >= 1.1.0 imports
  • utils * imports
  • vctrs >= 0.3.8 imports
  • DiagrammeR * suggests
  • bit64 * suggests
  • debugme * suggests
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  • testthat >= 3.0.2 suggests
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revdep/library/simts/old/pkgconfig/DESCRIPTION cran
  • utils * imports
  • covr * suggests
  • disposables >= 1.0.3 suggests
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revdep/library/simts/old/purrr/DESCRIPTION cran
  • R >= 3.2 depends
  • magrittr >= 1.5 imports
  • rlang >= 0.3.1 imports
  • covr * suggests
  • crayon * suggests
  • dplyr >= 0.7.8 suggests
  • knitr * suggests
  • rmarkdown * suggests
  • testthat * suggests
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  • tidyselect * suggests
revdep/library/simts/old/rlang/DESCRIPTION cran
  • R >= 3.3.0 depends
  • winch * enhances
  • utils * imports
  • cli * suggests
  • covr * suggests
  • crayon * suggests
  • glue * suggests
  • magrittr * suggests
  • methods * suggests
  • pak * suggests
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  • rmarkdown * suggests
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revdep/library/simts/old/robcor/DESCRIPTION cran
  • R >= 2.10.0 depends
  • stats * depends
  • MASS * suggests
  • robustbase * suggests
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revdep/library/simts/old/scales/DESCRIPTION cran
  • R >= 3.2 depends
  • R6 * imports
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  • farver >= 2.0.3 imports
  • labeling * imports
  • lifecycle * imports
  • munsell >= 0.5 imports
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  • bit64 * suggests
  • covr * suggests
  • dichromat * suggests
  • ggplot2 * suggests
  • hms >= 0.5.0 suggests
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revdep/library/simts/old/simts/DESCRIPTION cran
  • R >= 3.4.0 depends
  • Rcpp * imports
  • broom * imports
  • dplyr * imports
  • grDevices * imports
  • graphics * imports
  • magrittr * imports
  • methods * imports
  • purrr * imports
  • robcor * imports
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  • knitr * suggests
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