Package: tsutils 0.9.4
tsutils: Time Series Exploration, Modelling and Forecasting
Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.
Authors:
tsutils_0.9.4.tar.gz
tsutils_0.9.4.zip(r-4.5)tsutils_0.9.4.zip(r-4.4)tsutils_0.9.4.zip(r-4.3)
tsutils_0.9.4.tgz(r-4.4-any)tsutils_0.9.4.tgz(r-4.3-any)
tsutils_0.9.4.tar.gz(r-4.5-noble)tsutils_0.9.4.tar.gz(r-4.4-noble)
tsutils_0.9.4.tgz(r-4.4-emscripten)tsutils_0.9.4.tgz(r-4.3-emscripten)
tsutils.pdf |tsutils.html✨
tsutils/json (API)
NEWS
# Install 'tsutils' in R: |
install.packages('tsutils', repos = c('https://trnnick.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/trnnick/tsutils/issues
- referrals - NHS A&E Referrals
Last updated 1 years agofrom:a345df1770. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 19 2024 |
R-4.5-win | OK | Nov 19 2024 |
R-4.5-linux | OK | Nov 19 2024 |
R-4.4-win | OK | Nov 19 2024 |
R-4.4-mac | OK | Nov 19 2024 |
R-4.3-win | OK | Nov 19 2024 |
R-4.3-mac | OK | Nov 19 2024 |
Exports:abcabcxyzcmavcoxstuartdecompforecast.thetageomeangetOptKlagmatrixlambdaseqleadtrailmseastestnemenyiplotSthiefresidoutseasdummyseasplotSthiefthetatheta.thieftrendtestwinsxyz
Dependencies:askpassclicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegreyboxgtablehttrisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMAPAMASSMatrixmgcvmimemunsellnlmenloptrnnetopensslpillarpkgconfigplotrixpracmaquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalessmoothstatmodsystexregtibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtablextszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
ABC analysis | abc plot.abc |
ABC-XYZ visualisation | abcxyz |
Centred moving average | cmav |
Cox-Stuart test | coxstuart |
Classical time series decomposition | decomp |
Geometric mean | geomean |
Optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1) | getOptK |
Create lead/lags of a variable | lagmatrix |
Generate sequence of lambda for LASSO regression | lambdaseq |
Remove leading/training zeros/NAs | leadtrail |
Nonparametric multiple comparisons (Nemenyi test) | nemenyi |
Plot temporal hierarchy | plotSthief |
NHS A&E Referrals | referrals |
Residuals control chart | residout |
Create seasonal dummy variables. | seasdummy |
Seasonal plots with simplistic trend/season tests | seasplot |
Temporal hierarchy S matrix | Sthief |
Theta method | forecast.theta plot.theta theta theta.thief |
Test a time series for trend | trendtest |
tsutils: Time Series Exploration, Modelling and Forecasting | tsutils |
Winsorise | colWins rowWins wins |
XYZ analysis | xyz |