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. If any errors are found, please let me know.

R packages

addb
Data from the Australian Demographic Data Bank. To be used in conjunction with the demography package.
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