[R] [R-pkgs] tsDyn and RTisean packages on CRAN

From: Antonio, Fabio Di Narzo <antonio.fabio_at_gmail.com>
Date: Fri 21 Jul 2006 - 18:19:50 EST


Dear R users,
I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow.

RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis, coded and documented by Rainer Hegger, Holger Kantz and Thomas Schreiber. In RTisean, almost all TISEAN routines are wrapped in a conventional R function (which silently calls TISEAN executables), with online help and examples (thanks to Gianluca Gazzola).

tsDyn is a package for nonlinear time series modelling. At this point the package focuses on Nonlinear Autoregressive Models, often indicated as NLAR (as a major reference, see Tong (1990)). Currently available are threshold (SETAR and LSTAR), neural networks (NNET), and additive autoregressive (AAR) models. An experimental cross-platform tcltk GUI is included for model selection. Explorative and diagnostic tools are also available. A vignette is included for a clearer presentation of the package contents.

Comments and suggestions appreciated

Antonio, Fabio Di Narzo
Dipartimento di Statistica
UniversitÓ degli studi di Bologna.



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