Package: legion 0.2.2.41003

Ivan Svetunkov

legion: Forecasting Using Multivariate Models

Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS (Svetunkov et al., 2023, <doi:10.1016/j.ejor.2022.04.040>) and simulation function for VES.

Authors:Ivan Svetunkov [aut, cre], Kandrika Fadhlan Pritularga [aut]

legion_0.2.2.41003.tar.gz
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legion_0.2.2.41003.tar.gz(r-4.7-arm64)legion_0.2.2.41003.tar.gz(r-4.7-x86_64)legion_0.2.2.41003.tar.gz(r-4.6-arm64)legion_0.2.2.41003.tar.gz(r-4.6-x86_64)
legion_0.2.2.41003.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
legion/json (API)

# Install 'legion' in R:
install.packages('legion', repos = c('https://openforecast-org.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/openforecast-org/legion/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

6.80 score 12 stars 1 packages 5 scripts 1.9k downloads 8 exports 22 dependencies

Last updated from:399379da73. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK206
linux-devel-x86_64OK286
source / vignettesOK490
linux-release-arm64OK213
linux-release-x86_64OK247
macos-release-arm64OK157
macos-release-x86_64OK467
macos-oldrel-arm64OK192
macos-oldrel-x86_64OK383
windows-devel-arm64OK296
windows-devel-x86_64OK228
windows-release-arm64OK263
windows-release-x86_64OK239
windows-oldrel-x86_64OK188
wasm-releaseOK153

Exports:auto.vetsis.legionis.legion.simis.ovesovessim.vesvesvets

Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSMatrixmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo

vets() - Vector ETS
References
Rendered fromvets.Rmdusingknitr::rmarkdown

Last update: 2025-10-21
Started: 2021-04-20

ves() - Vector Exponential Smoothing
Simulate data from VES | References
Rendered fromves.Rmdusingknitr::rmarkdown

Last update: 2022-02-01
Started: 2021-02-18

legion: Forecasting Using Multivariate Models
Methods for the class legion
Rendered fromlegion.Rmdusingknitr::rmarkdown

Last update: 2021-04-20
Started: 2021-02-18