./math/R-forecast, Forecasting functions for time series and linear models

[ CVSweb ] [ Homepage ] [ RSS ] [ Required by ] [ Add to tracker ]


Branch: CURRENT, Version: 8.23.0, Package name: R-forecast-8.23.0, Maintainer: minskim

Methods and tools for displaying and analysing univariate time series
forecasts including exponential smoothing via state space models and
automatic ARIMA modelling.


Required to run:
[lang/g95] [math/R] [math/R-zoo] [devel/R-Rcpp] [devel/R-magrittr] [math/R-fracdiff] [graphics/R-colorspace] [time/R-timeDate] [finance/R-tseries] [graphics/R-ggplot2] [math/R-lmtest] [math/R-RcppArmadillo] [math/R-urca]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2024-01-26 12:20:48 by Makoto Fujiwara | Files touched by this commit (2)
Log message:
(math/R-forecast) Updated 8.21 to 8.21.1

# forecast 8.21.1
  * nnetar now allows p or P to be 0
  * Bug fixes and improved docs
   2023-06-12 14:54:14 by Makoto Fujiwara | Files touched by this commit (2)
Log message:
(math/R-forecast) Updated 8.2.0 to 8.2.1

# forecast 8.21
  * Fixed df calculation for Ljung-Box tests in checkresiduals
  * Fixed some broken tests
   2023-01-08 04:34:41 by Wen Heping | Files touched by this commit (2)
Log message:
Update to 8.20
Add missing DEPENDS

Upstream changes:
forecast 8.20 (2 January 2023)
Improvements to unit tests, and migrate to testthat 3e
Prevent failure in C23 mode
forecast 8.19 (20 November 2022)
Bug fixes
forecast 8.18 (30 September 2022)
Updated RW forecasts to use an unbiased estimate of sigma2
Bug fixes
forecast 8.17 (25 July 2022)
Updated dm.test() to add alternative variance estimators. (#898)
Added simulate.tbats() for simulating from TBATS models.
Added dependency on generics for accuracy() and forecast() (#902)
Bux fixes
forecast 8.16 (10 January 2022)
Fixed tslm() incorrectly applying Box-Cox transformations when an mts is \ 
provided to the data argument (#886).
Set D=0 when auto.arima applied to series with 2m observations or fewer.
Improved performance of parallel search of ARIMA models (jonlachmann, #891).
Fixed scoping of functions used in ggAcf() (#896).
Fixed checks on xreg in simulate.Arima() (#818)
Improved docs and bug fixes.
forecast 8.15 (1 June 2021)
Changed summary() methods to defer console output until print()
Changed default s.window values for mstl(), stlf() and stlm(). The new defaults \ 
are based on extensive empirical testing.
forecast 8.14 (11 March 2021)
Changed default BoxCox(lambda = "auto") lower bound to -0.9.
Use better variance estimates for ets() bias adjustments.
Improved robustness of autoplot.seas() for non-seasonal decomposition.
Fixed scoping of parameters in auto.arima(parallel = TRUE) (#874).
Fixed handling of xreg in tsCV().
forecast 8.13 (11 September 2020)
Fixed forecasts from Arima with drift with initial NAs.
Fixed season colours in gglagplot() to match y-axis (original data).
Fixed facet order for classical decomposition autoplot()
Fixed summary() erroring for tslm() models containing NA values.
forecast 8.12 (21 March 2020)
Fixed bias adjusted forecast mean for ARIMA forecasts.
Improved naming of accuracy() generic formals.
Fix seasonal periods for taylor dataset.
forecast 8.11 (9 February 2020)
The axis for gglagplot() have been reversed for consistency with stats::lag.plot().
forecast 8.10 (4 December 2019)
Updates to remove new CRAN errors
Bug fixes
forecast 8.9 (22 August 2019)
Updates for CRAN policies on Suggests packages
Bug fixes
forecast 8.8 (22 July 2019)
Updates for compatibility with fable
Bug fixes
   2021-10-26 12:56:13 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Remove SHA1 hashes for distfiles
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the
following:

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126)
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
   2018-03-23 17:43:28 by Min Sik Kim | Files touched by this commit (3)
Log message:
math/R-forecast: Import version 8.2

Methods and tools for displaying and analysing univariate time series
forecasts including exponential smoothing via state space models and
automatic ARIMA modelling.