Software

This page provides information about software I have written which may be useful to others. The R packages and code may be freely copied and used. No guarantee of their reliability is given.

R packages

addb  
Data from the Australian Demographic Data Bank. To be used in conjunction with the demography package.
bfast  
Automatic identification of breaks for additive season and trend, designed for use with remote sensing data.
demography  
Provides a large number of functions for handling demographic statistics, modelling and forecasting. In particular, it implements Lee-Carter forecasting and variations, and Hyndman-Ullah forecasting.
expsmooth  
Data sets from Hyndman, Koehler, Ord and Snyder (2008) Forecasting with exponential smoothing: the state space approach, Springer: Berlin.
fds  
Functional data sets useful for testing new methods.
fma  
Data sets from Makridakis, Wheelwright and Hyndman (1998) Forecasting: methods and applications, Wiley & Sons: New York.
forecast  
Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
fpp  
Data sets from Hyndman & Athanasopoulos (2012) Forecasting: principles and practice, OTexts: Melbourne.
ftsa  
Methods and tools for modelling and forecasting functional time series.
hdrcde  
Tools for the computation of highest density regions in one and two dimensions, kernel estimation of univariate density functions conditional on one covariate, and multimodal regression.
hts  
Methods for visualizing, analysing and forecasting hierarchical time series.
Mcomp  
The 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000).
rainbow  
Plots for functional data: rainbow plot, functional bagplot, functional HDR boxplot

R code

Monotonic   Interpolation  
Monotonic interpolating splines
ROC curves  
Kernel estimation and bandwidth selection