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✨
card.svg |card.png
ModalForecast/json (API)
NEWS

# 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 5 exports 32 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK139
source / vignettesOK159
linux-release-x86_64OK150
macos-release-arm64OK142
macos-oldrel-arm64OK127
windows-develOK112
windows-releaseOK119
windows-oldrelOK87
wasm-releaseOK112

Exports:auto.modal.arimadiagnosticsenvelopefit_modal_arimaforecast

Dependencies:clicolorspacecpp11farverforecastfracdiffgenericsggplot2gluegridExtragtableisobandlabelinglatticelifecyclelmtestmagrittrnlmennetR6RColorBrewerRcppRcppArmadillorlangS7scalestimeDateurcavctrsviridisLitewithrzoo