Other packages > Find by keyword >

Rlgt  

Bayesian Exponential Smoothing Models with Trend Modifications
View on CRAN: Click here


Download and install Rlgt package within the R console
Install from CRAN:
install.packages("Rlgt")

Install from Github:
library("remotes")
install_github("cran/Rlgt")

Install by package version:
library("remotes")
install_version("Rlgt", "0.2-3")



Attach the package and use:
library("Rlgt")
Maintained by
Christoph Bergmeir
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-02-22
Latest Update: 2025-04-30
Description:
An implementation of a number of Global Trend models for time series forecasting that are Bayesian generalizations and extensions of some Exponential Smoothing models. The main differences/additions include 1) nonlinear global trend, 2) Student-t error distribution, and 3) a function for the error size, so heteroscedasticity. The methods are particularly useful for short time series. When tested on the well-known M3 dataset, they are able to outperform all classical time series algorithms. The models are fitted with MCMC using the 'rstan' package.
How to cite:
Christoph Bergmeir (2019). Rlgt: Bayesian Exponential Smoothing Models with Trend Modifications. R package version 0.2-3, https://cran.r-project.org/web/packages/Rlgt. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-07-09 08:23), 0.1-2 (2019-02-22 10:40), 0.1-3 (2019-06-14 06:20), 0.1-4 (2022-05-17 09:50), 0.2-0 (2023-08-30 19:20), 0.2-1 (2023-09-16 00:12), 0.2-2 (2024-07-16 23:40)
Other packages that cited Rlgt R package
View Rlgt citation profile
Other R packages that Rlgt depends, imports, suggests or enhances
Complete documentation for Rlgt
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

kriens  
Continuation Passing Style Development
Provides basic functions for Continuation-Passing Style development. ...
Download / Learn more Package Citations See dependency  
eDMA  
Dynamic Model Averaging with Grid Search
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
shinymodels  
Interactive Assessments of Models
Launch a 'shiny' application for 'tidymodels' results. For classification or regression models, the ...
Download / Learn more Package Citations See dependency  
imguR  
An Imgur.com API Client Package
A complete API client for the image hosting service Imgur.com, including the an imgur graphics devic ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA