SCM

R Development Page

Contributed R Packages

Below is a list of all packages provided by project Time Series Utilities and Analysis.

Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).

Packages

EvalEst

Dynamic Systems Estimation - Extensions

  Provides functions for evaluating (time series) model estimation methods. These facilitate Monte Carlo experiments of repeated simulations and estimations. Also provides methods for looking at the distribution of the results from these experiments, including model roots (which are an equivalence class invariant).
  Version: 2024.2-1 | Last change: 2024-02-18 15:54:29+01 | Rev.: 234
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get EvalEst 2024.2-1 from CRAN
  R install command: install.packages("EvalEst", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Xtratsfa

Time Series Factor Analysis Extra Functions

  Extra Functions for tsfa package.
  Version: 2014.4-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("Xtratsfa", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


curve

Dynamic Systems Estimation - Curvature Extensions

  Curvature extensions for dse.
  Version: 2014.2-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("curve", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


dse

Dynamic Systems Estimation (Time Series Package)

  Tools for multivariate, linear, time-invariant, time series models. This includes ARMA and state-space representations, and methods for converting between them. It also includes simulation methods and several estimation functions. The package has functions for looking at model roots, stability, and forecasts at different horizons. The ARMA model representation is general, so that VAR, VARX, ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman filter and smoother estimates can be obtained from the state space model, and state-space model reduction techniques are implemented. An introduction and Users Guide is available in a vignette.
  Version: 2020.2-1 | Last change: 2020-03-02 01:48:08+01 | Rev.: 226
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get dse 2020.2-1 from CRAN
  R install command: install.packages("dse", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


dse1

DSE (unbundled transition package).

  This package is only to aid transition to the unbundled dse package. It has no functions, but simply requires package EvalEst.
  Version: 2011.11-3 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("dse1", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


dse2

DSE (unbundled transition package).

  This package is only to aid transition to the unbundled dse package. It has no functions, but simply requires package EvalEst.
  Version: 2013.9-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("dse2", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


monitor

Dynamic Systems Estimation - Monitoring Extensions

  Multivariate Time Series - monitoring extensions
  Version: 2012.4-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("monitor", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


tfMiscDevel

Time Frame Extensions (in Development)

  Extensions and additional tframe utilities.
  Version: 2016.7-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("tfMiscDevel", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


tfplot

Time Frame User Utilities

  Utilities for simple manipulation and quick plotting of time series data. These utilities use the tframe package which provides a programming kernel for time series. Extensions to tframe provided in tframePlus can also be used. See the Guide vignette for examples.
  Version: 2015.12-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get tfplot 2021.6-1 from CRAN
  R install command: install.packages("tfplot", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


tframe

Time Frame Coding Kernel

  A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time. Also provides plotting, time windowing, and some other utility functions which are specifically intended for time series. See the Guide distributed as a vignette, or ?tframe.Intro for more details. (User utilities are in package tfplot.)
  Version: 2019.6-1 | Last change: 2019-09-23 00:51:05+02 | Rev.: 225
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get tframe 2015.12-1.1 from CRAN
  R install command: install.packages("tframe", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


tframePlus

Time Frame Coding Kernel Extensions

  Extensions and additional tframe utilities.
  Version: 2024.2-1 | Last change: 2024-02-18 15:53:10+01 | Rev.: 233
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get tframePlus 2024.2-1 from CRAN
  R install command: install.packages("tframePlus", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


tsfa

Time Series Factor Analysis

  Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
  Version: 2021.1-3 | Last change: 2021-01-10 04:06:44+01 | Rev.: 228
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get tsfa 2021.1-3 from CRAN
  R install command: install.packages("tsfa", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)

 

Build status codes

0 - Current: the package is available for download. The corresponding package passed checks on the Linux and Windows platform without ERRORs.
1 - Scheduled for build: the package has been recognized by the build system and provided in the staging area.
2 - Building: the package has been sent to the build machines. It will be built and checked using the latest patched version of R. Note that it is included in a batch of several packages. Thus, this process will take some time to finish.
3 - Failed to build: the package failed to build or did not pass the checks on the Linux and/or Windows platform. It is not made available since it does not meet the policies.
4 - Conflicts: two or more packages of the same name exist. None of them will be built. Maintainers are asked to negotiate further actions.
5 - Offline: the package is not available. The build system may be offline or the package maintainer did not trigger a rebuild (done e.g., via committing to the package repository).

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