pcts

An R package for modelling periodically correlated and periodically integrated time series

https://github.com/geobosh/pcts

Science Score: 36.0%

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

  • CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
  • Academic publication links
  • Committers with academic emails
    1 of 2 committers (50.0%) from academic institutions
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (11.3%) to scientific vocabulary

Keywords

cran par-models periodic periodic-models piar-models r r-package seasonal time-series time-series-models
Last synced: 10 months ago · JSON representation

Repository

An R package for modelling periodically correlated and periodically integrated time series

Basic Info
Statistics
  • Stars: 3
  • Watchers: 0
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Topics
cran par-models periodic periodic-models piar-models r r-package seasonal time-series time-series-models
Created about 7 years ago · Last pushed over 2 years ago
Metadata Files
Readme Changelog

README.md

CRANStatusBadge R-CMD-check codecov

'pcts' is an R package for modelling periodically correlated and periodically integrated time series.

Installing pcts

Install the latest stable version of pcts from CRAN:

install.packages("pcts")

You can install the development version of pcts from Github:

library(remotes)
install_github("GeoBosh/pcts")

Overview

Periodic time series can be created with pcts(). Models are fitted with fitPM() and several other functions. To obtain periodic properties, such as sample periodic autocorrelations of periodic time series or theoretical periodic autocorrelations of periodic models, just call the respective functions (here autocorrelations() and partialAutocorrelations()) and they will compute the relevant property depending on the class of the argument, see the examples in the documentation.

A good place to start is the help topic ?pcts-package. Several datasets are available for examples and experiments. For example, ?dataFranses1996 contains the data from Franses (1996). The datasets are from classes "mts" or "ts" (the standard R classes for time series), so can be used without loading pcts, if desired.

Owner

  • Name: Georgi N. Boshnakov
  • Login: GeoBosh
  • Kind: user
  • Location: Manchester, UK
  • Company: The University of Manchester

GitHub Events

Total
  • Watch event: 1
Last Year
  • Watch event: 1

Committers

Last synced: over 2 years ago

All Time
  • Total Commits: 51
  • Total Committers: 2
  • Avg Commits per committer: 25.5
  • Development Distribution Score (DDS): 0.294
Past Year
  • Commits: 0
  • Committers: 0
  • Avg Commits per committer: 0.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Georgi Boshnakov g****v@g****m 36
Georgi Boshnakov g****v@m****k 15
Committer Domains (Top 20 + Academic)

Issues and Pull Requests

Last synced: 11 months ago

All Time
  • Total issues: 0
  • Total pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Total issue authors: 0
  • Total pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
Pull Request Authors
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 395 last-month
  • Total docker downloads: 21,613
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 10
  • Total maintainers: 1
cran.r-project.org: pcts

Periodically Correlated and Periodically Integrated Time Series

  • Versions: 10
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 395 Last month
  • Docker Downloads: 21,613
Rankings
Stargazers count: 28.5%
Forks count: 28.8%
Downloads: 29.0%
Dependent packages count: 29.8%
Average: 30.3%
Dependent repos count: 35.5%
Last synced: 11 months ago

Dependencies

DESCRIPTION cran
  • R >= 3.5.0 depends
  • BB * imports
  • Matrix * imports
  • PolynomF >= 2.0 imports
  • Rdpack >= 0.9 imports
  • gbutils * imports
  • lagged >= 0.2.2 imports
  • lubridate * imports
  • mcompanion * imports
  • methods * imports
  • sarima * imports
  • stats4 * imports
  • xts * imports
  • zoo * imports
  • fUnitRoots * suggests
  • knitr * suggests
  • partsm * suggests
  • rmarkdown * suggests
  • testthat * suggests
.github/workflows/check-standard.yaml actions
  • actions/checkout v2 composite
  • r-lib/actions/check-r-package v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
.github/workflows/pkgdown.yaml actions
  • actions/cache v2 composite
  • actions/checkout v2 composite
  • r-lib/actions/setup-pandoc v1 composite
  • r-lib/actions/setup-r v1 composite
.github/workflows/rhub.yaml actions
  • actions/checkout v3 composite
  • r-hub/rhub2/actions/rhub-check v1 composite
  • r-hub/rhub2/actions/rhub-setup v1 composite
  • r-hub/rhub2/actions/rhub-setup-r v1 composite
.github/workflows/test-coverage.yaml actions
  • actions/cache v2 composite
  • actions/checkout v2 composite
  • r-lib/actions/setup-pandoc v1 composite
  • r-lib/actions/setup-r v1 composite