The Time Series Tools (
simts) R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models. It is originally conceived as a support to the online textbook “Applied Time Series Analysis with R” and, more specifically, provides tools with the following features:
To understand the usage of the
simts package, please refer to the “Vignettes” tab above.
To install the
simts package, there is currently one option: GitHub. For users who are interested in having the latest developments, this option is ideal although more dependencies are required to run a stable version of the package. Most importantly, users must have a (C++) compiler installed on their machine that is compatible with R (e.g. Clang).
The setup to obtain the development version of
simts is platform dependent.
The following R packages are also required. Once you’ve made sure that you have a compatible C++ compiler installed on your computer, run the following code in an R session and you will be ready to use the devlopment version of
# Install dependencies install.packages(c("RcppArmadillo","devtools","knitr","rmarkdown")) # Install the package from GitHub without Vignettes/User Guides devtools::install_github("SMAC-Group/simts") # Install the package with Vignettes/User Guides devtools::install_github("SMAC-Group/simts", build_vignettes = TRUE)