NlinTS: 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) <doi:10.1016/0165-1889(80)90069-X>, and a non-linear version of it based on feedforward neural networks.

Version: 1.3.2
Depends: Rcpp
Imports: methods, timeSeries, Rdpack
LinkingTo: Rcpp
Published: 2018-03-16
Author: Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph]
Maintainer: Youssef Hmamouche <hmamoucheyussef at>
License: GPL-2 | GPL-3 [expanded from: GNU General Public License]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: NlinTS results


Reference manual: NlinTS.pdf
Package source: NlinTS_1.3.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: NlinTS_1.3.2.tgz, r-oldrel: not available
Old sources: NlinTS archive


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