Package: legion
Type: Package
Title: Forecasting Using Multivariate Models
Version: 0.2.1
Date: 2025-02-03
Authors@R: c(person("Ivan", "Svetunkov", email = "ivan@svetunkov.com", role = c("aut", "cre"),
                  comment="Senior Lecturer, Centre for Marketing Analytics and Forecasting, Lancaster University, UK"),
             person("Kandrika Fadhlan", "Pritularga", email = "k.pritularga@lancaster.ac.uk", role = c("aut"),
                  comment="Lecturer, Centre for Marketing Analytics and Forecasting, Lancaster University, UK"))
URL: https://github.com/config-i1/legion
BugReports: https://github.com/config-i1/legion/issues
Language: en-GB
Description: 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.
License: LGPL-2.1
Depends: R (>= 3.5.0), greybox (>= 1.0.4), smooth (>= 3.1.0)
Imports: Rcpp (>= 0.12.3), stats, generics (>= 0.1.2), graphics,
        grDevices, Matrix, nloptr, utils, zoo
LinkingTo: Rcpp, RcppArmadillo (>= 0.8.100.0.0)
Suggests: numDeriv, testthat, knitr, rmarkdown, doMC, doParallel,
        foreach
VignetteBuilder: knitr
RoxygenNote: 7.3.2
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2025-02-03 14:14:35 UTC; config
Author: Ivan Svetunkov [aut, cre] (Senior Lecturer, Centre for Marketing
    Analytics and Forecasting, Lancaster University, UK),
  Kandrika Fadhlan Pritularga [aut] (Lecturer, Centre for Marketing
    Analytics and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan@svetunkov.com>
Repository: CRAN
Date/Publication: 2025-02-03 16:10:02 UTC
Built: R 4.4.3; x86_64-w64-mingw32; 2025-12-05 04:34:43 UTC; windows
Archs: x64
