Crandore Hub

itsmr

Time Series Analysis Using the Innovations Algorithm

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis.

Versions across snapshots

VersionRepositoryFileSize
1.11 rolling linux/jammy R-4.5 itsmr_1.11.tar.gz 169.0 KiB
1.11 rolling linux/noble R-4.5 itsmr_1.11.tar.gz 168.4 KiB
1.11 rolling source/ R- itsmr_1.11.tar.gz 23.7 KiB
1.11 latest linux/jammy R-4.5 itsmr_1.11.tar.gz 169.0 KiB
1.11 latest linux/noble R-4.5 itsmr_1.11.tar.gz 168.4 KiB
1.11 latest source/ R- itsmr_1.11.tar.gz 23.7 KiB
1.11 2026-04-26 source/ R- itsmr_1.11.tar.gz 23.7 KiB
1.11 2026-04-23 source/ R- itsmr_1.11.tar.gz 23.7 KiB
1.11 2026-04-09 windows/windows R-4.5 itsmr_1.11.zip 172.3 KiB
1.10 2025-04-20 source/ R- itsmr_1.10.tar.gz 23.8 KiB