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simts  

Time Series Analysis Tools
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("simts", "0.2.2")



Attach the package and use:
library("simts")
Maintained by
Stéphane Guerrier
[Scholar Profile | Author Map]
First Published: 2019-07-19
Latest Update: 2023-08-31
Description:
A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi:10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
How to cite:
Stéphane Guerrier (2019). simts: Time Series Analysis Tools. R package version 0.2.2, https://cran.r-project.org/web/packages/simts. Accessed 07 Apr. 2025.
Previous versions and publish date:
0.1.0 (2019-07-19 11:00), 0.1.1 (2019-07-22 00:20), 0.2.0 (2022-01-03 18:50), 0.2.1 (2022-09-03 19:00)
Other packages that cited simts R package
View simts citation profile
Other R packages that simts depends, imports, suggests or enhances
Complete documentation for simts
Functions, R codes and Examples using the simts R package
Some associated functions: AIC.fitsimts . AR . AR1 . ARIMA . ARMA . ARMA11 . ARMAacf_cpp . ARMAtoMA_cpp . B_matrix . DR . D_matrix . FGN . GM . M . MA . MA1 . MAPE . MAT . Ma_cpp . Ma_cpp_vec . Mod_cpp . PLP . QN . RW . RW2dimension . Rcpp_ARIMA . SARIMA . SARMA . SIN . WN . acf_sum . all_bootstrapper . ar1_draw . ar1_to_gm . ar1_to_wv . arma11_to_wv . arma_adapter . arma_draws . arma_to_wv . arma_to_wv_app . australia . auto_corr . auto_imu_cpp . batch_modwt_wvar_cpp . best_model . bl14_filter . bl20_filter . boot_pval_gof . bootstrap_gof_test . brick_wall . build_model_set . calculate_psi_matrix . cfilter . check . ci_eta3 . ci_eta3_robust . ci_wave_variance . code_zero . comb . compare_acf . compute_cov_cpp . corr_analysis . count_models . cov_bootstrapper . create_imu . custom_legend . d16_filter . d4_filter . d6_filter . d8_filter . decomp_theoretical_wv . decomp_to_theo_wv . deriv_2nd_ar1 . deriv_2nd_arma11 . deriv_2nd_dr . deriv_2nd_ma1 . deriv_ar1 . deriv_arma11 . deriv_dr . deriv_ma1 . deriv_qn . deriv_rw . deriv_wn . derivative_first_matrix . desc.to.ts.model . dft_acf . diag_boxpierce . diag_ljungbox . diag_plot . diag_portmanteau_ . diff_cpp . diff_inv . do_polyroot_arma . do_polyroot_cpp . dot-acf . dr_to_wv . dwt_cpp . e_drift . estimate . evaluate . fast_cov_cpp . field_to_matrix . find_full_model . fk14_filter . fk22_filter . fk4_filter . fk6_filter . fk8_filter . format_ci . gen_ar1 . gen_ar1blocks . gen_arima . gen_arma . gen_arma11 . gen_bi . gen_dr . gen_fgn . gen_generic_sarima . gen_gts . gen_lts . gen_lts_cpp . gen_ma1 . gen_matern . gen_mean . gen_model . gen_nswn . gen_powerlaw . gen_qn . gen_rw . gen_sarima . gen_sarma . gen_sin . gen_wn . getObjFun . getObjFunStarting . get_summary . gm_conv . gm_to_ar1 . gmwm . gmwm_engine . gmwm_imu . gmwm_master_cpp . gmwm_param_bootstrapper . gmwm_sd_bootstrapper . gmwm_update_cpp . gof_test . gts . gts_time . guess_initial . guess_initial_old . haar_filter . has . hydro . idf_arma . idf_arma_total . imu . imu_time . invert_check . is.whole . is_func . jacobian_arma . la16_filter . la20_filter . la8_filter . lm_arma . lm_dr . logit . logit2 . logit2_inv . logit_inv . lts . m2_drift . ma1_to_wv . make_frame . mb16_filter . mb24_filter . mb4_filter . mb8_filter . mean_diff . minroot . model_objdesc . model_process_desc . model_score . model_theta . modwt_cpp . modwt_wvar_cpp . np_boot_sd_med . num_rep . obj_extract . opt_n_gof_bootstrapper . optimism_bootstrapper . orderModel . order_AR1s . plot.PACF . plot.gmwm . plot.gts . plot.lts . plot.simtsACF . plot_pred . plus-.ts.model . predict.fitsimts . predict.gmwm . print.fitsimts . print.gmwm . print.summary.gmwm . print.ts.model . print_data . pseudo_logit . pseudo_logit_inv . qmf . qn_to_wv . quantile_cpp . rank_models_cpp . read.imu . read_imu . resid_plot . rev_col_subset . rev_row_subset . reverse_vec . rfilter . rgmwm . rtruncated_normal . rw_to_wv . sarma_calculate_spadding . sarma_components . sarma_expand . sarma_expand_unguided . sarma_params_construct . savingrt . scales_cpp . select . select_arima . select_filter . seq_cpp . seq_len_cpp . set_seed . simple_diag_plot . simplified_print_SARIMA . simts-package . sort_mat . sub-.imu . sum_field_vec . summary.fitsimts . summary.gmwm . theo_acf . theo_pacf . theoretical_wv . theta_ci . times-.ts.model . transform_values . unitConversion . untransform_values . update.gmwm . update.lts . update_obj . value . var_drift . vector_to_set . w4_filter . wave_variance . wn_to_wv . wvar_cpp . 
Some associated R codes: ACF.R . RW2dimension.R . RcppExports.R . avns.R . data.R . diagnostic_plots.R . fitsimts.R . gts.R . iswhole.R . lts.R . misc.R . model_selection.R . portmanteau_tests.R . prediction_plot.R . simts_package.R . ts.model.R . update.R . utilities.R .  Full simts package functions and examples
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