[R-pkgs] tsDyn and RTisean packages on CRAN
Antonio, Fabio Di Narzo
antonio.fabio at gmail.com
Fri Jul 21 10:19:50 CEST 2006
Dear R users,
I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time
series analysis (joint research projects with members of the Statistics
Department, University of Udine). Brief descriptions follow.
RTisean is an R interface to TISEAN executables
(http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C
and Fortran routines for nonlinear time series analysis, coded and
documented by Rainer Hegger, Holger Kantz and Thomas Schreiber. In
RTisean, almost all TISEAN routines are wrapped in a conventional R
function (which silently calls TISEAN executables), with online help
and examples (thanks to Gianluca Gazzola).
tsDyn is a package for nonlinear time series modelling. At this point
the package focuses on Nonlinear Autoregressive Models, often indicated as
NLAR (as a major reference, see Tong (1990)). Currently available are
threshold (SETAR and LSTAR), neural networks (NNET), and additive
autoregressive (AAR) models. An experimental cross-platform tcltk GUI is
included for model selection. Explorative and diagnostic tools are
also available. A vignette is included for a clearer presentation of the
package contents.
Comments and suggestions appreciated
Antonio, Fabio Di Narzo
Dipartimento di Statistica
Università degli studi di Bologna.
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