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: 1.3.4
Depends: Rcpp
Imports: methods, timeSeries, Rdpack
LinkingTo: Rcpp
Published: 2018-07-22
Author: Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph]
Maintainer: Youssef Hmamouche <hmamoucheyussef at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GNU General Public License]
NeedsCompilation: yes
SystemRequirements: C++11
In views: TimeSeries
CRAN checks: NlinTS results

Downloads:

Reference manual: NlinTS.pdf
Package source: NlinTS_1.3.4.tar.gz
Windows binaries: r-devel: NlinTS_1.3.4.zip, r-release: NlinTS_1.3.4.zip, r-oldrel: NlinTS_1.3.4.zip
OS X binaries: r-release: NlinTS_1.3.4.tgz, r-oldrel: NlinTS_1.3.4.tgz
Old sources: NlinTS archive

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