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.
| Version: | 0.6.0 |
| Depends: | R (≥ 3.0.2) |
| Imports: | forecast, stats, graphics, utils, lamW, pracma, nloptr, statmod, zoo, Matrix |
| LinkingTo: | Rcpp |
| Suggests: | smooth (≥ 2.5.1), doMC, doParallel, foreach, testthat, rmarkdown, knitr |
| Enhances: | vars |
| Published: | 2020-05-20 |
| Author: | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Yves R. Sagaert [ctb] (Visiting Research at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer: | Ivan Svetunkov <ivan at svetunkov.ru> |
| BugReports: | https://github.com/config-i1/greybox/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/config-i1/greybox |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README NEWS |
| In views: | Distributions |
| CRAN checks: | greybox results |
| Reference manual: | greybox.pdf |
| Vignettes: |
Greybox - Advanced Linear Model Greybox main vignette Marketing analytics with greybox Greybox - Rolling Origin |
| Package source: | greybox_0.6.0.tar.gz |
| Windows binaries: | r-devel: greybox_0.6.0.zip, r-release: greybox_0.6.0.zip, r-oldrel: greybox_0.6.0.zip |
| macOS binaries: | r-release: greybox_0.6.0.tgz, r-oldrel: greybox_0.6.0.tgz |
| Old sources: | greybox archive |
| Reverse depends: | smooth |
Please use the canonical form https://CRAN.R-project.org/package=greybox to link to this page.