DESCRIPTION

Package: legion
Type: Package
Title: Forecasting Using Multivariate Models
Version: 0.2.1.41005
Date: 2024-11-05
Authors@R: c(person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                  comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK"),
             person("Kandrika Fadhlan", "Pritularga", email = "k.pritularga@lancaster.ac.uk", role = c("aut"),
                  comment="Lecturer at 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
Roxygen: list(old_usage = TRUE)