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greybox  

Toolbox for Model Building and Forecasting
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("greybox", "2.0.3")



Attach the package and use:
library("greybox")
Maintained by
Ivan Svetunkov
[Scholar Profile | Author Map]
First Published: 2018-03-13
Latest Update: 2023-04-02
Description:
Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.
How to cite:
Ivan Svetunkov (2018). greybox: Toolbox for Model Building and Forecasting. R package version 2.0.3, https://cran.r-project.org/web/packages/greybox. Accessed 19 Feb. 2025.
Previous versions and publish date:
0.2.0 (2018-03-13 16:13), 0.2.1 (2018-05-02 00:13), 0.2.2 (2018-05-25 09:32), 0.3.0 (2018-08-06 09:20), 0.3.1 (2018-09-11 01:00), 0.3.2 (2018-10-28 18:10), 0.3.3 (2018-11-30 09:00), 0.4.0 (2019-01-04 16:40), 0.4.1 (2019-01-27 23:50), 0.5.0 (2019-04-21 17:20), 0.5.1 (2019-04-28 08:50), 0.5.2 (2019-06-15 00:44), 0.5.3 (2019-07-31 15:40), 0.5.4 (2019-09-17 06:40), 0.5.5 (2019-09-20 15:10), 0.5.6 (2019-10-29 13:20), 0.5.7 (2019-12-10 20:10), 0.5.8 (2020-02-08 17:40), 0.5.9 (2020-03-29 10:20), 0.6.0 (2020-05-20 12:20), 0.6.1 (2020-08-10 19:20), 0.6.2 (2020-09-02 17:00), 0.6.3 (2020-10-20 09:00), 0.6.4 (2020-12-01 08:50), 0.6.6 (2021-01-08 14:50), 0.6.7 (2021-02-14 23:50), 0.6.8 (2021-03-12 22:10), 0.6.9 (2021-04-17 07:00), 0.7.0 (2021-05-20 06:50), 1.0.0 (2021-06-27 17:30), 1.0.1 (2021-09-22 10:50), 1.0.2 (2021-12-01 08:50), 1.0.3 (2022-01-26 20:42), 1.0.4 (2022-02-07 04:20), 1.0.5 (2022-03-25 08:50), 1.0.6 (2022-09-29 22:40), 1.0.7 (2022-12-22 16:10), 1.0.8 (2023-04-02 17:30), 2.0.0 (2023-09-16 07:50), 2.0.1 (2024-06-19 17:50), 2.0.2 (2024-08-27 18:40)
Other packages that cited greybox R package
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Other R packages that greybox depends, imports, suggests or enhances
Complete documentation for greybox
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