complex: Time Series Analysis and Forecasting Using Complex Variables (original) (raw)
Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).
| Version: | 1.0.0 |
|---|---|
| Depends: | R (≥ 3.5.0), greybox (≥ 0.5.0), legion |
| Imports: | stats, graphics, nloptr, mvtnorm, pracma |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, knitr, rmarkdown |
| Published: | 2024-04-09 |
| DOI: | 10.32614/CRAN.package.complex |
| Author: | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer: | Ivan Svetunkov |
| BugReports: | https://github.com/config-i1/complex/issues |
| License: | LGPL-2.1 |
| URL: | https://github.com/config-i1/complex |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README |
| In views: | TimeSeries |
| CRAN checks: | complex results |
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