Software I've written
Tidy time series analysis and forecasting packages
Other time series analysis and forecasting packages
stR: STR time series decomposition. The methods are described in Dokumentov & Hyndman (2016) STR: A Seasonal-Trend Decomposition Procedure Based on Regression. [CRAN]
thief: Temporal Hierarchical Forecasting. The methods are described in Forecasting with temporal hierarchies, co-authored with George Athanasopoulos, Nikolaos Kourentzes and Fotios Petropoulos. [CRAN]
tsgeneration: Efficient generation of time series with diverse and controllable characteristics
Time series data packages
tscompdata: Time Series Competition Data
tsdl: Time Series Data Library
Functional data and demography packages
demography: Provides a large number of functions for handling demographic statistics, modelling and forecasting. In particular, it implements lifetable calculations; Lee-Carter modelling and variants; functional data analysis of mortality rates, fertility rates, net migration numbers; and stochastic population forecasting. [CRAN]
smoothAPC: Smoothing demographic data with period and cohort effects. The method uses bivariate thin plate splines, bivariate lasso-type regularization, and allows for both period and cohort effects. Thus the mortality rates are modelled as the sum of four components: a smooth bivariate function of age and time, smooth one-dimensional cohort effects, smooth one-dimensional period effects and random errors. The methods are described in Dokumentov & Hyndman (2014) Bivariate data with ridges: two-dimensional smoothing of mortality rates. [CRAN]
binb: “binb” is not Beamer. Rmarkdown template for Monash slides.
MonashEBSTemplates: Rmarkdown templates for use at Monash University, Department of Econometrics & Business Statistics. It contains templates for working papers, letters, exams, reports and memos. Monash beamer templates are in the binb package.
cricketdata: International Cricket Data.
eechidna: Exploring Election and Census Highly Informative Data Nationally for Australia. Data from the 2013 and 2016 Australian Federal Elections and the 2011 and 2016 Australian Censuses for each House of Representatives electorate, along with some tools for visualizing and analysing the data. [CRAN]
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. [CRAN]
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. [CRAN]