Package: Rlgt
Type: Package
Title: Bayesian Exponential Smoothing Models with Trend Modifications
Version: 0.2-3
URL: https://github.com/cbergmeir/Rlgt
Date: 2025-04-17
Authors@R: c(
    person("Slawek", "Smyl", email = "slaweks@hotmail.co.uk", role = "aut"),
    person("Christoph", "Bergmeir", email = "christoph.bergmeir@monash.edu", role = c("aut", "cre")),
    person("Erwin", "Wibowo", email = "rwinwibowo@gmail.com", role = "aut"),
    person("To Wang", "Ng", email = "edwinnglabs@gmail.com", role = "aut"),
    person("Xueying", "Long", email = "xueying.long@monash.edu", role = "aut"),
    person("Alexander", "Dokumentov", email = "alexander.dokumentov@gmail.com", role = "aut"),
    person("Daniel", "Schmidt", email = "daniel.schmidt@monash.edu", role = "aut"),
    person("Trustees of Columbia University", "", role = c("cph"), comment= "tools/make_cpp.R, R/stanmodels.R"))
Description: An implementation of a number of Global Trend models for
        time series forecasting that are Bayesian generalizations and
        extensions of some Exponential Smoothing models. The main
        differences/additions include 1) nonlinear global trend, 2)
        Student-t error distribution, and 3) a function for the error
        size, so heteroscedasticity. The methods are particularly
        useful for short time series. When tested on the well-known M3
        dataset, they are able to outperform all classical time series
        algorithms. The models are fitted with MCMC using the 'rstan'
        package.
License: GPL-3
Encoding: UTF-8
LazyData: true
ByteCompile: true
Depends: R (>= 3.4.0), Rcpp (>= 0.12.0), methods, rstantools, forecast,
        truncnorm
Imports: rstan (>= 2.26.0), sn
LinkingTo: StanHeaders (>= 2.26.0), rstan (>= 2.26.0), BH (>= 1.66.0),
        Rcpp (>= 0.12.0), RcppEigen (>= 0.3.3.3.0), RcppParallel (>=
        5.0.2)
SystemRequirements: GNU make
NeedsCompilation: yes
RoxygenNote: 7.2.3
Suggests: doParallel, foreach, knitr, rmarkdown, Mcomp, RODBC, dplyr,
        ggplot2
VignetteBuilder: knitr
Config/pak/sysreqs: make
Repository: https://cbergmeir.r-universe.dev
Date/Publication: 2025-04-19 20:28:53 UTC
RemoteUrl: https://github.com/cbergmeir/rlgt
RemoteRef: HEAD
RemoteSha: 43f466cd738dbd4893b445f1d1a453d9f8fe8346
RemoteSubdir: Rlgt
Packaged: 2026-07-04 11:19:43 UTC; root
Author: Slawek Smyl [aut],
  Christoph Bergmeir [aut, cre],
  Erwin Wibowo [aut],
  To Wang Ng [aut],
  Xueying Long [aut],
  Alexander Dokumentov [aut],
  Daniel Schmidt [aut],
  Trustees of Columbia University [cph] (tools/make_cpp.R,
    R/stanmodels.R)
Maintainer: Christoph Bergmeir <christoph.bergmeir@monash.edu>