NlinTS (1.3.0)

Non Linear Time Series Analysis.

Models for time series forecasting and causality detection. The main functionalities of this package consist of a neural network Vector Auto-Regressive model, the classical Granger causality test C.W.J.Granger (1980) , and a non-linear version of it based on feedforward neural networks.

Maintainer: Youssef Hmamouche
Author(s): Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph]

License: GNU General Public License

Uses: Rcpp, timeSeries

Released 9 months ago.