Package: rjd3highfreq 2.1.1

Jean Palate

rjd3highfreq: Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.

Authors:Jean Palate [aut, cre], Tanguy Barthelemy [ctb, art]

rjd3highfreq_2.1.1.tar.gz
rjd3highfreq_2.1.1.zip(r-4.5)rjd3highfreq_2.1.1.zip(r-4.4)rjd3highfreq_2.1.1.zip(r-4.3)
rjd3highfreq_2.1.1.tgz(r-4.4-any)rjd3highfreq_2.1.1.tgz(r-4.3-any)
rjd3highfreq_2.1.1.tar.gz(r-4.5-noble)rjd3highfreq_2.1.1.tar.gz(r-4.4-noble)
rjd3highfreq_2.1.1.tgz(r-4.4-emscripten)
rjd3highfreq.pdf |rjd3highfreq.html
rjd3highfreq/json (API)
NEWS

# Install 'rjd3highfreq' in R:
install.packages('rjd3highfreq', repos = c('https://rjdverse.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/rjdverse/rjd3highfreq/issues

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT

On CRAN:

5.28 score 2 stars 3 packages 32 scripts 17 exports 7 dependencies

Last updated 4 months agofrom:01acfc4969 (on v2.1.1). Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 10 2024
R-4.5-winWARNINGOct 10 2024
R-4.5-linuxWARNINGOct 10 2024
R-4.4-winWARNINGOct 10 2024
R-4.4-macWARNINGOct 10 2024
R-4.3-winWARNINGOct 10 2024
R-4.3-macWARNINGOct 10 2024

Exports:.arima_extract.extended_airline_loglevel.extended_airline_outliers.extendedairline_estimation.extendedairline_regarima.extendedairline_spec.plot_jd.ucm_extractfractionalAirlineDecompositionfractionalAirlineDecomposition_rawfractionalAirlineDecomposition_ssffractionalAirlineEstimationjd2r_fractionalAirlineDecompositionjd2r_multiAirlineDecompositionmultiAirlineDecompositionmultiAirlineDecomposition_rawmultiAirlineDecomposition_ssf

Dependencies:backportscheckmateRcpprJavarjd3stsrjd3toolkitRProtoBuf

Readme and manuals

Help Manual

Help pageTopics
Title.arima_extract
Title.extended_airline_loglevel
Title.extended_airline_outliers
Title.extendedairline_estimation
Creates a java RegArima models based on an extended airline spec.extendedairline_regarima
Internal routine to create an ExtendedAirlineSpec.extendedairline_spec
Custom Plot Function on JD+ template.plot_jd
Title.ucm_extract
Perform an Arima Model Based (AMB) decompositionfractionalAirlineDecomposition
TitlefractionalAirlineDecomposition_raw
TitlefractionalAirlineDecomposition_ssf
Linearize the series with a fractional airline modelfractionalAirlineEstimation
Titlejd2r_fractionalAirlineDecomposition
Titlejd2r_multiAirlineDecomposition
Perform an Arima Model Based (AMB) decomposition on several periodcities at oncemultiAirlineDecomposition
TitlemultiAirlineDecomposition_raw
TitlemultiAirlineDecomposition_ssf
Plot Function for JDFractionalAirlineDecomposition Objectsplot.JDFractionalAirlineDecomposition
Plot Function for JDFractionalAirlineEstimation Objectsplot.JDFractionalAirlineEstimation
Print method for 'JDFractionalAirlineDecomposition' objectsprint.JDFractionalAirlineDecomposition
Print method for 'JDFractionalAirlineEstimation' objectsprint.JDFractionalAirlineEstimation