| Name : R-tsPI
| |
| Version : 1.0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:23:34
|
| Group : Development/Libraries/Other
| Source RPM : R-tsPI-1.0.4-lp153.1.5.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Improved Prediction Intervals for ARIMA Processes and Structural Time Series
|
Description :
Prediction intervals for ARIMA and structural time series models using
importance sampling approach with uninformative priors for model
parameters, leading to more accurate coverage probabilities in
frequentist sense. Instead of sampling the future observations and
hidden states of the state space representation of the model, only
model parameters are sampled, and the method is based solving the
equations corresponding to the conditional coverage probability of the
prediction intervals. This makes method relatively fast compared to for
example MCMC methods, and standard errors of prediction limits can also
be computed straightforwardly.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
