pcts
An R package for modelling periodically correlated and periodically integrated time series
Science Score: 36.0%
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Low similarity (11.3%) to scientific vocabulary
Keywords
Repository
An R package for modelling periodically correlated and periodically integrated time series
Basic Info
- Host: GitHub
- Owner: GeoBosh
- Language: R
- Default Branch: master
- Homepage: https://geobosh.github.io/pcts
- Size: 5.73 MB
Statistics
- Stars: 3
- Watchers: 0
- Forks: 0
- Open Issues: 0
- Releases: 0
Topics
Metadata Files
README.md
'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
- Website: https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/
- Repositories: 11
- Profile: https://github.com/GeoBosh
GitHub Events
Total
- Watch event: 1
Last Year
- Watch event: 1
Committers
Last synced: over 2 years ago
Top Committers
| Name | 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
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Packages
- Total packages: 1
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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
- Homepage: https://geobosh.github.io/pcts/ (doc) https://github.com/GeoBosh/pcts/ (devel)
- Documentation: http://cran.r-project.org/web/packages/pcts/pcts.pdf
- License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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Latest release: 0.15.8
published over 1 year ago
Rankings
Maintainers (1)
Dependencies
- 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
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