Package: ModalForecast 0.1.0

Christian Galarza

ModalForecast: Parametric Modal ARIMA Models using the SKD Family

Implements parametric modal ARIMA models utilizing the Skewed Distribution (SKD) family. Current distributions supported are the Skew-Normal, Skewed Student-t, and Skewed Laplace. The conditional mode is parameterized and optimized via maximum likelihood using analytical gradients. Includes comprehensive residual diagnostics, robustness options (heavy tails, asymmetry), robust parametric bootstrap prediction intervals, and classical asymptotic inference via the Fisher Information matrix.

Authors:Christian Galarza [aut, cre]

ModalForecast_0.1.0.tar.gz
ModalForecast_0.1.0.zip(r-4.7)ModalForecast_0.1.0.zip(r-4.6)ModalForecast_0.1.0.zip(r-4.5)
ModalForecast_0.1.0.tgz(r-4.6-any)ModalForecast_0.1.0.tgz(r-4.5-any)
ModalForecast_0.1.0.tar.gz(r-4.7-any)ModalForecast_0.1.0.tar.gz(r-4.6-any)
ModalForecast_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ModalForecast/json (API)

# Install 'ModalForecast' in R:
install.packages('ModalForecast', repos = c('https://chedgala.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/chedgala/modalforecast/issues

On CRAN:

Conda:

3.40 score 527 downloads 5 exports 32 dependencies

Last updated from:debde16d4d. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK137
source / vignettesOK187
linux-release-x86_64OK176
macos-release-arm64OK115
macos-oldrel-arm64OK115
windows-develOK94
windows-releaseOK97
windows-oldrelOK98
wasm-releaseOK131

Exports:auto.modal.arimadiagnosticsenvelopefit_modal_arimaforecast

Dependencies:clicolorspacecpp11farverforecastfracdiffgenericsggplot2gluegridExtragtableisobandlabelinglatticelifecyclelmtestmagrittrnlmennetR6RColorBrewerRcppRcppArmadillorlangS7scalestimeDateurcavctrsviridisLitewithrzoo