Package: OOS 1.0.0

OOS: Out-of-Sample Time Series Forecasting

A comprehensive and cohesive API for the out-of-sample forecasting workflow: data preparation, forecasting - including both traditional econometric time series models and modern machine learning techniques - forecast combination, model and error analysis, and forecast visualization.

Authors:Tyler J. Pike [aut, cre]

OOS_1.0.0.tar.gz
OOS_1.0.0.zip(r-4.5)OOS_1.0.0.zip(r-4.4)OOS_1.0.0.zip(r-4.3)
OOS_1.0.0.tgz(r-4.5-any)OOS_1.0.0.tgz(r-4.4-any)OOS_1.0.0.tgz(r-4.3-any)
OOS_1.0.0.tar.gz(r-4.5-noble)OOS_1.0.0.tar.gz(r-4.4-noble)
OOS_1.0.0.tgz(r-4.4-emscripten)OOS_1.0.0.tgz(r-4.3-emscripten)
OOS.pdf |OOS.html✨
OOS/json (API)

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

Bug tracker:https://github.com/tylerjpike/oos/issues

Pkgdown site:https://tylerjpike.github.io

On CRAN:

econometricsforecast-combinationforecastingmachine-learning

4.95 score 9 stars 5 scripts 204 downloads 2 mentions 22 exports 104 dependencies

Last updated 4 years agofrom:3de023f38e. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 28 2025
R-4.5-winOKJan 28 2025
R-4.5-macOKJan 28 2025
R-4.5-linuxOKJan 28 2025
R-4.4-winOKJan 28 2025
R-4.4-macOKJan 28 2025
R-4.3-winOKJan 28 2025
R-4.3-macOKJan 28 2025

Exports:%>%chart_forecastchart_forecast_errordata_imputedata_outliersdata_reductiondata_subsetforecast_accuracyforecast_combineforecast_comparisonforecast_multivariateforecast_univariateinstantiate.data_impute.control_panelinstantiate.forecast_combinations.control_panelinstantiate.forecast_multivariate.ml.control_panelinstantiate.forecast_multivariate.var.control_panelinstantiate.forecast_univariate.control_panelloss_functionn.lagNBeststandardizewinsorize

Dependencies:caretclasscliclockcodetoolscolorspacecommonmarkcpp11curldata.tablediagramdigestdplyre1071fansifarverforeachforecastfracdifffurrrfuturefuture.applygenericsggplot2ggtextglmnetglobalsgluegowergridtextgtablehardhatimputeTSipredisobanditeratorsjpegjsonliteKernSmoothlabelinglatticelavalifecyclelistenvlmtestlubridatemagrittrmarkdownMASSMatrixmgcvModelMetricsmunsellnlmennetnumDerivparallellypillarpkgconfigplyrpngpROCprodlimprogressrproxypurrrquadprogquantmodR6RColorBrewerRcppRcppArmadilloRcppEigenrecipesreshape2rlangrpartsandwichscalesshapeSQUAREMstinepackstringistringrstrucchangesurvivaltibbletidyrtidyselecttimechangetimeDatetseriesTTRtzdburcautf8varsvctrsviridisLitewithrxfunxml2xtszoo

Basic Introduction to OOS

Rendered frombasic_introduction.Rmdusingknitr::rmarkdownon Jan 28 2025.

Last update: 2021-03-07
Started: 2021-02-28