NlinTS

Non Linear Time Series Analysis

Models for time series forecasting and causality detection. The main functionalities of this package consist of a neural network Vector Auto-Regressive model, the classical Granger causality test C.W.J.Granger (1980) <doi:10.1016/0165-1889(80)90069-X>, and a non-linear version of it based on feedforward neural networks.

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Description file content

Package
NlinTS
Type
Package
Title
Non Linear Time Series Analysis
Version
1.3.2
Date
2018-03-15
Maintainer
Youssef Hmamouche
Description
Models for time series forecasting and causality detection. The main functionalities of this package consist of a neural network Vector Auto-Regressive model, the classical Granger causality test C.W.J.Granger (1980) , and a non-linear version of it based on feedforward neural networks.
License
GNU General Public License
Depends
Rcpp
Imports
methods, timeSeries, Rdpack
RdMacros
Rdpack
LinkingTo
Rcpp
SystemRequirements
C++11
NeedsCompilation
yes
RoxygenNote
6.0.1
Packaged
2018-03-16 12:05:59 UTC; youssef
Author
Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph]
Repository
CRAN
Date/Publication
2018-03-16 12:59:55 UTC

install.packages('NlinTS')

1.3.2

3 months ago

Youssef Hmamouche

GNU General Public License

Depends on

Rcpp

Imports

methods, timeSeries, Rdpack

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