Package: mar1s 2.1.1

mar1s: Multiplicative AR(1) with Seasonal Processes

Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.

Authors:Andrey Paramonov

mar1s_2.1.1.tar.gz
mar1s_2.1.1.zip(r-4.5)mar1s_2.1.1.zip(r-4.4)mar1s_2.1.1.zip(r-4.3)
mar1s_2.1.1.tgz(r-4.4-any)mar1s_2.1.1.tgz(r-4.3-any)
mar1s_2.1.1.tar.gz(r-4.5-noble)mar1s_2.1.1.tar.gz(r-4.4-noble)
mar1s_2.1.1.tgz(r-4.4-emscripten)mar1s_2.1.1.tgz(r-4.3-emscripten)
mar1s.pdf |mar1s.html✨
mar1s/json (API)

# Install 'mar1s' in R:

install.packages('mar1s', repos = c('https://aparamon.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/aparamon/mar1s/issues

Datasets:

forest.fire - Forest fire in Irkutsk region, USSR: historical data
nesterov.index - Nesterov index in Irkutsk region, USSR: historical data

On CRAN:

8 exports 0.63 score 51 dependencies 8 scripts 192 downloads

Last updated 6 years agofrom:426c0d6f33. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 10 2024
R-4.5-win	OK	Sep 10 2024
R-4.5-linux	OK	Sep 10 2024
R-4.4-win	OK	Sep 10 2024
R-4.4-mac	OK	Sep 10 2024
R-4.3-win	OK	Sep 10 2024
R-4.3-mac	OK	Sep 10 2024

Exports:compose.ar1 compose.mar1s decompose.ar1 decompose.mar1s fit.mar1s seasonal.ave seasonal.smooth sim.mar1s

Dependencies:ash bitops chron cli cluster cmrutils colorspace deSolve fansi farver fda fds FNN ggplot2 glue gtable hdrcde isoband kernlab KernSmooth ks labeling lattice lifecycle locfit magrittr MASS Matrix mclust mgcv multicool munsell mvtnorm nlme pcaPP pillar pkgconfig pracma R6 rainbow RColorBrewer Rcpp RCurl rlang scales tibble utf8 vctrs viridisLite withr zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Compose and Decompose AR(1) Process	compose.ar1 decompose.ar1
Compose and Decompose MAR(1)S Process	compose.mar1s decompose.mar1s
Fit Multiplicative AR(1) with Seasonal Process to Data	fit.mar1s
Forest fire in Irkutsk region, USSR: historical data	forest.fire
Nesterov index in Irkutsk region, USSR: historical data	nesterov.index
Averaged Seasonal Component of Time Series	seasonal.ave
Smooth Seasonal Component of Time Series	seasonal.smooth
Simulate from MAR(1)S Process	predict.mar1s sim.mar1s