complex: Time Series Analysis and Forecasting Using Complex Variables

Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).

Version:	1.0.0
Depends:	R (≥ 3.5.0), greybox (≥ 0.5.0), legion
Imports:	stats, graphics, nloptr, mvtnorm, pracma
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	testthat, knitr, rmarkdown
Published:	2024-04-09
DOI:	10.32614/CRAN.package.complex
Author:	Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
Maintainer:	Ivan Svetunkov <ivan at svetunkov.com>
BugReports:	https://github.com/config-i1/complex/issues
License:	LGPL-2.1
URL:	https://github.com/config-i1/complex
NeedsCompilation:	yes
Language:	en-GB
Materials:	README NEWS
In views:	TimeSeries
CRAN checks:	complex results

Documentation:

Reference manual:

complex.pdf

Downloads:

Package source:	complex_1.0.0.tar.gz
Windows binaries:	r-devel: complex_1.0.0.zip, r-release: complex_1.0.0.zip, r-oldrel: complex_1.0.0.zip
macOS binaries:	r-release (arm64): complex_1.0.0.tgz, r-oldrel (arm64): complex_1.0.0.tgz, r-release (x86_64): complex_1.0.0.tgz, r-oldrel (x86_64): complex_1.0.0.tgz

Linking:

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