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 12 months agofrom:a345df1770. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 12 2024 |
| R-4.5-win | OK | Oct 12 2024 |
| R-4.5-linux | OK | Oct 12 2024 |
| R-4.4-win | OK | Oct 12 2024 |
| R-4.4-mac | OK | Oct 12 2024 |
| R-4.3-win | OK | Oct 12 2024 |
| R-4.3-mac | OK | Oct 12 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 |
