BTSR
Bounded Time Series Regression
Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) doi:10.1016/j.jhydrol.2017.10.006, Pumi et al. (2019) doi:10.1016/j.jspi.2018.10.001, Pumi et al. (2021) doi:10.1111/sjos.12439 and Pumi et al. (2022) doi:10.48550/arXiv.2211.02097.
- Version0.1.5
- R version≥ 4.0.0
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- Last release09/23/2023
Documentation
Team
Taiane Schaedler Prass
Cleve Moler
Show author detailsRolesContributorAlan Miller
Show author detailsRolesContributorJorge Nocedal
Show author detailsRolesContributorGuilherme Pumi
Fábio Mariano Bayer
Jack Joseph Dongarra
Show author detailsRolesContributorGilbert Wright Stewart
Show author detailsRolesContributorCiyou Zhu
Show author detailsRolesContributorRichard H. Byrd
Show author detailsRolesContributorJose Luis Morales
Show author detailsRolesContributorPeihuang Lu-Chen
Show author detailsRolesContributorJohn Burkardt
Show author detailsRolesContributorB.E. Schneider
Show author detailsRolesContributorAlfred H. Morris
Show author detailsRolesContributorD.E. Shaw
Show author detailsRolesContributorRobert W.M. Wedderburn
Show author detailsRolesContributorJason Blevins
Show author detailsRolesContributorBrian Wichman
Show author detailsRolesContributorDavid Hill
Show author detailsRolesContributorHiroshi Takano
Show author detailsRolesContributorGeorge Marsaglia
Show author detailsRolesContributorJean-Michel Brankart
Show author detailsRolesContributorSteve Kifowit
Show author detailsRolesContributorDonald E. Knuth
Show author detailsRolesContributorCatherine Loader
Show author detailsRolesContributor
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