Introduction | Trend | Cycle | Seasonality | rucm-Package | References
Package: rucm 0.6.9001
Kaushik Roy Chowdhury
rucm: Implementation of Unobserved Components Model (UCM)
Unobserved Components Models (introduced in Harvey, A. (1989), Forecasting, structural time series models and the Kalman filter, Cambridge New York: Cambridge University Press) decomposes a time series into components such as trend, seasonal, cycle, and the regression effects due to predictor series which captures the salient features of the series to predict its behavior. Compatibility updates by Renova.
Authors:
rucm_0.6.9001.tar.gz
rucm_0.6.9001.zip(r-4.7-any)rucm_0.6.9001.zip(r-4.6-any)rucm_0.6.9001.zip(r-4.5-any)
rucm_0.6.9001.tgz(r-4.6-any)rucm_0.6.9001.tgz(r-4.5-any)
rucm_0.6.9001.tar.gz(r-4.7-any)rucm_0.6.9001.tar.gz(r-4.6-any)
rucm_0.6.9001.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rucm/json (API)
| # Install 'rucm' in R: |
| install.packages('rucm', repos = c('https://renova-r.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/kaushikrch/rucm/issues
Last updated from:a762112b15 (on renova-0.6.9001). Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 92 | ||
| source / vignettes | OK | 144 | ||
| linux-release | OK | 92 | ||
| macos-release | OK | 96 | ||
| macos-oldrel | OK | 99 | ||
| windows-devel | OK | 168 | ||
| windows-release | OK | 175 | ||
| windows-oldrel | OK | 157 | ||
| wasm-release | OK | 80 |
Exports:ucm
Dependencies:KFAS
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Unobserved Components Model Predictions | predict.ucm |
| Print ucm Object | print.ucm |
| rucm: Functions to model and predict a time series using Unobserved Components Model | rucm-package rucm |
| Unobserved components methods for a time series | ucm |