complex: Time Series Analysis and Forecasting Using Complex Variables
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 |
| Author: |
Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
and Forecasting, Lancaster University, UK) |
| Maintainer: |
Ivan Svetunkov <ivan at svetunkov.com> |
| 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 NEWS |
| CRAN checks: |
complex results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=complex
to link to this page.