Package: BTSR 1.1.1

BTSR: Bounded Time Series Regression

Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in FORTRAN, which translates into very fast algorithms.

Authors:Taiane Schaedler Prass [aut, cre, com], Guilherme Pumi [ctb, aut], Fábio Mariano Bayer [ctb], Jack Joseph Dongarra [ctb], Cleve Moler [ctb], Gilbert Wright Stewart [ctb], Ciyou Zhu [ctb], Richard H. Byrd [ctb], Jorge Nocedal [ctb], Jose Luis Morales [ctb], Peihuang Lu-Chen [ctb], John Burkardt [ctb], Alan Miller [ctb], D.E. Shaw [ctb], Robert W.M. Wedderburn [ctb]

BTSR_1.1.1.tar.gz
BTSR_1.1.1.zip(r-4.7-x86_64)BTSR_1.1.1.zip(r-4.7-arm64)BTSR_1.1.1.zip(r-4.6-x86_64)BTSR_1.1.1.zip(r-4.6-arm64)BTSR_1.1.1.zip(r-4.5-x86_64)
BTSR_1.1.1.tgz(r-4.6-x86_64)BTSR_1.1.1.tgz(r-4.6-arm64)BTSR_1.1.1.tgz(r-4.5-x86_64)BTSR_1.1.1.tgz(r-4.5-arm64)
BTSR_1.1.1.tar.gz(r-4.7-arm64)BTSR_1.1.1.tar.gz(r-4.7-x86_64)BTSR_1.1.1.tar.gz(r-4.6-arm64)BTSR_1.1.1.tar.gz(r-4.6-x86_64)
BTSR_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
BTSR/json (API)

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

Bug tracker:https://github.com/tsprass/btsr/issues

Uses libs:
  • openblas– Optimized BLAS
  • fortran– Runtime library for GNU Fortran applications

On CRAN:

Conda:

openblasfortranglibc

2.45 score 14 scripts 556 downloads 52 exports 2 dependencies

Last updated from:29f3e826cf. Checks:14 OK, 1 WARNING. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK87
linux-devel-x86_64OK104
source / vignettesOK177
linux-release-arm64OK79
linux-release-x86_64OK101
macos-release-arm64OK197
macos-release-x86_64OK204
macos-oldrel-arm64OK173
macos-oldrel-x86_64OK268
windows-devel-arm64OK340
windows-devel-x86_64OK121
windows-release-arm64WARNING329
windows-release-x86_64OK94
windows-oldrel-x86_64OK92
wasm-releaseOK82

Exports:arguments.coefsarguments.configsarguments.linkarguments.loglikarguments.maparguments.modelarguments.orderarguments.regressorsarguments.seriesBARC.extractBARC.fitBARC.simBARFIMA.extractBARFIMA.fitBARFIMA.simBARFIMAV.extractBARFIMAV.fitBARFIMAV.simbtsr.extractbtsr.fitBTSR.model.defaultsBTSR.modelsbtsr.simcoefs.startdl.testfit.controlGARFIMA.extractGARFIMA.fitGARFIMA.simGARFIMAV.extractGARFIMAV.fitGARFIMAV.simget.defaultsKARFIMA.extractKARFIMA.fitKARFIMA.simKARFIMAV.extractKARFIMAV.fitKARFIMAV.simlink.btsrMARFIMA.extractMARFIMA.fitMARFIMA.simULARFIMA.extractULARFIMA.fitULARFIMA.simUWARFIMA.extractUWARFIMA.fitUWARFIMA.simUWARFIMAV.extractUWARFIMAV.fitUWARFIMAV.sim

Dependencies:rbibutilsRdpack

Readme and manuals

Help Manual

Help pageTopics
Bounded Time Series RegressionBTSR-package btsr-package BTSR BTSR-Package
Internal function for package startup.onAttach
Shared documentation for coefficientsarguments.coefs
Shared documentation for configuration related parameteresarguments.configs
Shared documentation for link functionsarguments.link
Shared documentation for log-likelihoodarguments.loglik
Available map functions in BTSR packagearguments.map
Available models in BTSR packagearguments.model
Shared documentation for models orderarguments.order
Shared documentation for regressorsarguments.regressors
Shared documentation for the time seriesarguments.series
Functions to simulate, extract components and fit BARC modelsBARC.extract BARC.fit BARC.functions BARC.sim
Generic functions to simulate, extract components and fit BTSR modelsbtsr.extract btsr.fit BTSR.functions btsr.sim
Print Model Default SettingsBTSR.model.defaults
Table of available modelsBTSR.models
BTSR Parent modelsBARFIMA.extract BARFIMA.fit BARFIMA.sim BARFIMAV.extract BARFIMAV.fit BARFIMAV.sim BTSR.parent.models GARFIMA.extract GARFIMA.fit GARFIMA.sim GARFIMAV.extract GARFIMAV.fit GARFIMAV.sim KARFIMA.extract KARFIMA.fit KARFIMA.sim KARFIMAV.extract KARFIMAV.fit KARFIMAV.sim MARFIMA.extract MARFIMA.fit MARFIMA.sim ULARFIMA.extract ULARFIMA.fit ULARFIMA.sim UWARFIMA.extract UWARFIMA.fit UWARFIMA.sim UWARFIMAV.extract UWARFIMAV.fit UWARFIMAV.sim
Initial values for coefficientscoefs.start
Domingues and Lobato Test for Martingale Difference Hypothesisdl.test
Default control listfit.control
Retrieve Default Arguments for BTSR Package Functionsget.defaults
Create a Link for BTSR modelslink.btsr
Predict method for BTSRpredict.btsr
Print Method of class BTSRprint.btsr
Summary Method of class BTSRprint.summary.btsr summary summary.btsr