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
legion_0.2.2.41003.zip(r-4.7)legion_0.2.2.41003.zip(r-4.6)legion_0.2.2.41003.zip(r-4.5)
legion_0.2.2.41003.tgz(r-4.6-x86_64)legion_0.2.2.41003.tgz(r-4.6-arm64)legion_0.2.2.41003.tgz(r-4.5-x86_64)legion_0.2.2.41003.tgz(r-4.5-arm64)
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/config-i1/legion/issues

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

On CRAN:

Conda:

openblascpp

6.51 score 12 stars 1 packages 5 scripts 633 downloads 8 exports 22 dependencies

Last updated from:e1a9e7d6a9. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK265
linux-devel-x86_64OK246
source / vignettesOK374
linux-release-arm64OK220
linux-release-x86_64OK211
macos-release-arm64OK211
macos-release-x86_64OK293
macos-oldrel-arm64OK167
macos-oldrel-x86_64OK303
windows-develOK184
windows-releaseOK172
windows-oldrelOK182
wasm-releaseOK349

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

Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSMatrixmimenloptropensslpracmaR6RcppRcppArmadillosmoothstatmodsystexregxtablezoo

vets() - Vector ETS
References

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

ves() - Vector Exponential Smoothing
Simulate data from VES | References

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

legion: Forecasting Using Multivariate Models
Methods for the class legion

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