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README.Rmd
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---
output: github_document
---
<!-- README.md is generated from README.Rmd. Please edit that file -->
```{r, echo = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-"
)
library(simts)
```
[](https://github.com/SMAC-Group/simts/actions)
[](https://opensource.org/licenses/AGPL-3.0)
[](https://cran.r-project.org/)
[](https://cran.r-project.org/package=simts)
[](https://www.r-pkg.org/pkg/simts)
[](https://www.r-pkg.org/pkg/simts)
[)`-green.svg)](https://github.com/SMAC-Group/simts)
# `simts` Overview <a href="https://smac-group.com/"><img src="man/figures/logo.png" align="right" style="width: 20%; height: 20%"/></a>
The Time Series Tools (`simts`) R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models. Its original purpose was to be a support to the online textbook ["Applied Time Series Analysis with R"](https://smac-group.github.io/ts/) but can obviously be used for time series analysis in general. More specifically, the package provides tools with the following features:
* Simulation of time series from SARIMA models to various state-space models that can be expressed as latent time series processes.
* Visualization of time series data with user specifications.
* Specific simulation and visualization tools for latent time series models.
* Easy-to-use functions to estimate and infer on the parameters of time series models through different methods (standard and robust).
* Diagnostic and statistical tools to assess goodness of fit and select the best model for the data.
* Estimating and plotting tools to deliver point forecasts and confidence intervals.
To understand the usage of the `simts` package, please refer to the "Vignettes" tab above.
## Install Instructions
## Installation
The `simts` package is available on both CRAN and GitHub. The CRAN
version is considered stable while the GitHub version is subject to modifications/updates which
may lead to installation problems or broken functions. You can install the stable version of the
`simts` package with:
```{r, eval=FALSE}
install.packages("simts")
```
For users who are interested in having the latest developments, the GitHub version is ideal although more dependencies are required to run a stable version of the package. Most importantly, users **must** have a (C++) compiler installed on their machine that is compatible with R (e.g. Clang).
```{r, eval=FALSE}
# Install dependencies
install.packages(c("RcppArmadillo","devtools","knitr","rmarkdown"))
# Install the package from GitHub without Vignettes/User Guides
devtools::install_github("SMAC-Group/simts")
# Install the package with Vignettes/User Guides
devtools::install_github("SMAC-Group/simts", build_vignettes = TRUE)
```
*The setup to obtain the development version of `simts` is platform dependent.*
## License
The license this source code is released under is the GNU AFFERO GENERAL PUBLIC LICENSE (AGPL) v3.0. Please see the LICENSE file for full text. Otherwise, please consult [TLDR Legal](https://tldrlegal.com/license/gnu-affero-general-public-license-v3-(agpl-3.0)) or [GNU](https://www.gnu.org/licenses/agpl-3.0.en.html) which will provide a synopsis of the restrictions placed upon the code.
<!-- ### Requirements and Dependencies -->
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