Time Series Methods Based on Growth Curves

Documentation for package ‘tsgc’ version 2.0.0

Help Pages

alphahat	Extract alphahat from a KFS object
argmax	Return index and value of maximum
as.double.idx_series	Coerce an 'idx_series' to a plain numeric vector or matrix
as.matrix.idx_series	Coerce an 'idx_series' to a matrix
as.numeric.idx_series	Coerce an 'idx_series' to a plain numeric vector or matrix
as_idx_series	Coerce to 'idx_series'
att	Extract filtered state estimates from a KFS object
cross_val	Walk-Forward Validation for Model Comparison Using Mean Absolute Percentage Error (MAPE)
df2ldl	Compute log growth rate of cumulated dataset
df2ldl_lead	Compute successive increments and log growth rate of 2-variable cumulated dataset
england	Daily Covid-19 metrics for England.
england_weather_2021	Daily Weather data of England in 2021.
estimate	Estimate an SSModelDynamicGompertz or SSModelLeadingIndicator model
estimate_r0	Estimate the reproduction number from a fitted model
etrading_apps	Monthly downloads of French leading apps from January 2017 to July 2021
FilterResults	Class for estimated Dynamic Gompertz Curve model
FilterResults-class	Class for estimated Dynamic Gompertz Curve model
FilterResultsLI	Class for the estimated Leading Indicator Model
FilterResultsLI-class	Class for the estimated Leading Indicator Model
gauteng	Cumulative daily cases of Covid-19 in the South African province of Gauteng.
gauteng_weather_2021	Daily weather data of the South African province of Gauteng in 2021
gety	Extract time series y from an SSModel object
gety.hat	Extract prediction y.hat from predict.all output
get_timeframe	Subsetting 'idx_series' objects given start and end positions
get_V	Extract error covariance matrix of smoothed states from a KFS object
head.idx_series	First observations of an 'idx_series'
idx_axis_opts	Options controlling how the x-axis of 'idx_series' plots is displayed
idx_calendar	Construct an 'idx_calendar'
idx_calendar_multi_step	Construct an 'idx_calendar' from a 'multi_step_pattern'
idx_calendar_offset	Cumulative pattern-weighted step offset between two positions
idx_calendar_step	Construct an 'idx_calendar' from a compound 'idx_step'
idx_cbind	Combine (column-bind) 'idx_series' objects
idx_diff	Take a lagged difference of an 'idx_series'
idx_lag	Lag an 'idx_series'
idx_ncol	Number of columns in an 'idx_series'
idx_offset_to_pos	Translate a plain numeric offset to an 'idx_series' integer position
idx_positions	Integer positions of an 'idx_series'
idx_range	Integer position range spanned by an 'idx_series'
idx_rbind	Bind two 'idx_series' sequentially
idx_series	Index-anchored series
idx_step	A compound calendar step
idx_step_add	Apply an 'idx_step' to an anchor date, scaled by a step count
idx_to_date	Translate 'idx_series' positions to calendar time
idx_to_pos	Translate a calendar date to an 'idx_series' integer position
idx_values	Explicit numeric extraction for 'idx_series'
is_idx_calendar	Test whether an object is an 'idx_calendar'
is_idx_series	Test whether an object is an 'idx_series'
is_idx_step	Test whether an object is an 'idx_step'
is_multi_step_pattern	Test whether an object is a 'multi_step_pattern'
length.idx_series	Number of observations in an 'idx_series'
mapes	Compute Mean Absolute Percentage Error (MAPE) for Forecasts Against a Holdout Sample
matrixKFS	Extract matrices of the observation, state, and disturbance equations from a KFS object
modelKFS	Extract SSModel object within a KFS object
multi_step_pattern	A repeating cycle of distinct 'idx_step's
NCOL.idx_series	Number of columns in an 'idx_series' ('NCOL' method)
nintendo_sales	Quarterly Sales of Nintendo consoles from 2004 Q4 to 2024 Q1
output	Extract output of FilterResults or FilterResultsLI
plot.SSModelDynamicGompertz	Plot the cumulated dataset underlying a fitted Gompertz model
plot.SSModelLeadingIndicator	Plot the leading indicator and target variable underlying a fitted Leading Indicator model
plot_compare_forecast	Forecast comparison plot
plot_forecast	Plots the forecast of new cases (the difference of the cumulated variable)
plot_gy_ci	Plots the growth rate of the cumulative variable with confidence intervals
plot_gy_components	Plots the growth rate, level and slope of the log cumulative growth rate
plot_holdout	Plots the forecast of new cases over a holdout sample
plot_log_forecast	Plots forecast and realised values of the log cumulative growth rate
plot_r0	Plot the estimated reproduction number R_t
print.FilterResults	Calling print method for FilterResults class
print.FilterResultsLI	Calling print method for FilterResultsLI class
print.idx_calendar	Print an 'idx_calendar'
print.idx_series	Print an 'idx_series'
print.idx_step	Print an 'idx_step'
print.multi_step_pattern	Print a 'multi_step_pattern'
print.SSModelDynamicGompertz	Calling print method for SSModelDynamicGompertz class
print.SSModelLeadingIndicator	Calling print method for classes in tsgc
print_model_diagnostics	Report fitted diagnostics for a FilterResults/FilterResultsLI object
Ptt	Extract error covariance matrix of filtered states from a KFS object
reinitialise_dataframe	Reinitialise a series at a given position
seasonalComp	Extract number of seasonal components used in a KFS object
SSModelDynamicGompertz	Class for designing a Dynamic Gompertz Curve State-Space Model
SSModelDynamicGompertz-class	Class for designing a Dynamic Gompertz Curve State-Space Model
SSModelLeadingIndicator	Class for designing a Leading Indicator Model
SSModelLeadingIndicator-class	Class for designing a Leading Indicator Model
summary.FilterResults	Calling summary method for FilterResults
summary.FilterResultsLI	Calling summary method for FilterResultsLI
summary.SSModelDynamicGompertz	Calling summary method for SSModelDynamicGompertz class
summary.SSModelLeadingIndicator	Calling summary method for classes in tsgc
tail.idx_series	Last observations of an 'idx_series'
ukitaly	Cumulative daily cases of Covid-19 in Italy and UK, before 14 Dec 2020.
write_results	Write a selection of relevant results to disk
xts_to_idx	Convert an 'xts'/'zoo' object to an 'idx_series'
[.idx_series	Subset an 'idx_series' by position