greybox (0.3.3)

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Toolbox for Model Building and Forecasting.

https://github.com/config-i1/greybox
http://cran.r-project.org/web/packages/greybox

Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.

Maintainer: Ivan Svetunkov
Author(s): Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)

License: GPL (>= 2)

Uses: forecast, lamW, nloptr, numDeriv, doMC, foreach, testthat, doParallel, knitr, rmarkdown, smooth
Reverse depends: smooth

Released 11 days ago.


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