This page provides links to R packages I have written.



The most recent versions of some of my R packages are on github:


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.
anomalous Unusual Time Series Detection. (ACM version of 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.
emma The evolutionary model-based multiresponse approach (EMMA) is a novel methodology to process optimisation and product improvement. The approach is suitable to contexts in which the experimental cost and/or time limit the number of implementable trials.
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).
MEFM A set of tools for implementing the Monash Electricity Forecasting Model based on the paper by Hyndman and Fan (2010).
rainbow Plots for functional data: rainbow plot, functional bagplot, functional HDR boxplot
smoothAPC Smoothing demographic data with period and cohort effects
stR STR time series decomposition
thief Temporal hierarchical forecasting



R code