Other packages > Find by keyword >

tsPI  

Improved Prediction Intervals for ARIMA Processes and Structural Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tsPI", "1.0.4")



Attach the package and use:
library("tsPI")
Maintained by
Jouni Helske
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-11-09
Latest Update: 2023-09-04
Description:
Prediction intervals for ARIMA and structural time series models using importance sampling approach with uninformative priors for model parameters, leading to more accurate coverage probabilities in frequentist sense. Instead of sampling the future observations and hidden states of the state space representation of the model, only model parameters are sampled, and the method is based solving the equations corresponding to the conditional coverage probability of the prediction intervals. This makes method relatively fast compared to for example MCMC methods, and standard errors of prediction limits can also be computed straightforwardly.
How to cite:
Jouni Helske (2015). tsPI: Improved Prediction Intervals for ARIMA Processes and Structural Time Series. R package version 1.0.4, https://cran.r-project.org/web/packages/tsPI. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 1.0.0 (2015-11-09 15:19), 1.0.1 (2016-03-17 13:14), 1.0.2 (2017-08-07 12:31), 1.0.3 (2019-12-05 10:40)
Other packages that cited tsPI R package
View tsPI citation profile
Other R packages that tsPI depends, imports, suggests or enhances
Complete documentation for tsPI
Functions, R codes and Examples using the tsPI R package
Some associated functions: acv_arma . arima_pi . avg_coverage_arima . avg_coverage_struct . dacv_arma . information_arma . priors . struct_pi . tsPI . 
Some associated R codes: acv_arma.R . arima_pi.R . avg_coverage.R . avg_coverage_struct.R . information_arma.R . priors.R . struct_pi.R . tsPI-package.R .  Full tsPI package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
TMDb  
Access to TMDb API
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency  
lsmeans  
Least-Squares Means
Obtain least-squares means for linear, generalized linear, and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency  
SAMBA  
Selection and Misclassification Bias Adjustment for Logistic Regression Models
Health research using data from electronic health records (EHR) has gained popularity, but miscla ...
Download / Learn more Package Citations See dependency  
RRedshiftSQL  
R Interface to the 'Redshift' Database
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

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