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", "0.2-2")



Attach the package and use:
library("Rlgt")
Maintained by
Christoph Bergmeir
[Scholar Profile | Author Map]
First Published: 2019-02-22
Latest Update: 2023-08-30
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 0.2-2, https://cran.r-project.org/web/packages/Rlgt. Accessed 16 Mar. 2025.
Previous versions and publish date:
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)
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
02/1402/1502/1602/1702/1802/1902/2002/2102/2202/2302/2402/2502/2602/2702/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/15Downloads for Rlgt0510152025303540TrendBars

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
RCALI  
Calculation of the Integrated Flow of Particles Between Polygons
Calculate the flow of particles between polygons by two integration methods: integration by a cubat ...
Download / Learn more Package Citations See dependency  
inventorize  
Inventory Analytics, Pricing and Markdowns
Simulate inventory policies with and without forecasting, facilitate inventory analysis calculations ...
Download / Learn more Package Citations See dependency  
UnitStat  
Performs Unit Root Test Statistics
A test to understand the stability of the underlying stochastic data. Helps the user’s understand ...
Download / Learn more Package Citations See dependency  
ggtrace  
Trace and Highlight Groups of Data Points
Provides 'ggplot2' geoms that allow groups of data points to be outlined or highlighted for emphasi ...
Download / Learn more Package Citations See dependency  
latentFactoR  
Data Simulation Based on Latent Factors
Generates data based on latent factor models. Data can be continuous, polytomous, dichotomous, or mi ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

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