{ "_id": "6a1d38591d7bb097a0a3dd44", "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(\nperson(\"Slawek\", \"Smyl\", email = \"slaweks@hotmail.co.uk\", role = \"aut\"),\nperson(\"Christoph\", \"Bergmeir\", email = \"christoph.bergmeir@monash.edu\", role = c(\"aut\", \"cre\")),\nperson(\"Erwin\", \"Wibowo\", email = \"rwinwibowo@gmail.com\", role = \"aut\"),\nperson(\"To Wang\", \"Ng\", email = \"edwinnglabs@gmail.com\", role = \"aut\"),\nperson(\"Xueying\", \"Long\", email = \"xueying.long@monash.edu\", role = \"aut\"),\nperson(\"Alexander\", \"Dokumentov\", email = \"alexander.dokumentov@gmail.com\", role = \"aut\"),\nperson(\"Daniel\", \"Schmidt\", email = \"daniel.schmidt@monash.edu\", role = \"aut\"),\nperson(\"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\ntime series forecasting that are Bayesian generalizations and\nextensions of some Exponential Smoothing models. The main\ndifferences/additions include 1) nonlinear global trend, 2)\nStudent-t error distribution, and 3) a function for the error\nsize, so heteroscedasticity. The methods are particularly\nuseful for short time series. When tested on the well-known M3\ndataset, they are able to outperform all classical time series\nalgorithms. The models are fitted with MCMC using the 'rstan'\npackage.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "ByteCompile": "true", "SystemRequirements": "GNU make", "NeedsCompilation": "yes", "RoxygenNote": "7.2.3", "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": { "Date": "2026-06-01 06:54:23 UTC", "User": "root" }, "Author": "Slawek Smyl [aut],\nChristoph Bergmeir [aut, cre],\nErwin Wibowo [aut],\nTo Wang Ng [aut],\nXueying Long [aut],\nAlexander Dokumentov [aut],\nDaniel Schmidt [aut],\nTrustees of Columbia University [cph] (tools/make_cpp.R,\nR/stanmodels.R)", "Maintainer": "Christoph Bergmeir ", "MD5sum": "2df27bb45c2d3248eb68c6700fe7fed5", "_user": "cbergmeir", "_type": "src", "_file": "Rlgt_0.2-3.tar.gz", "_fileid": "149b01a7a922be4b4ea6ff85d365f2eb45968f67a08377306bbb5378787be593", "_filesize": 422670, "_sha256": "149b01a7a922be4b4ea6ff85d365f2eb45968f67a08377306bbb5378787be593", "_created": "2026-06-01T06:54:23.000Z", "_published": "2026-06-01T07:44:25.868Z", "_distro": "noble", "_jobs": [ { "job": 78802317011, "time": 772, "config": "linux-devel-arm64", "r": "4.7.0", "check": "WARNING", "artifact": "7325460696" }, { "job": 78802317017, "time": 752, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "WARNING", "artifact": "7325455661" }, { "job": 78802316976, "time": 777, "config": "linux-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "7325461894" }, { "job": 78802316987, "time": 743, "config": "linux-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "7325453315" }, { "job": 78802316952, "time": 737, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "WARNING", "artifact": "7325680496" }, { "job": 78802316951, "time": 1289, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "WARNING", "artifact": "7325774274" }, { "job": 78802316988, "time": 802, "config": "macos-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "7325680340" }, { "job": 78802316945, "time": 1493, "config": "macos-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "7325929774" }, { "job": 78799793374, "time": 1202, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7325258625" }, { "job": 78802316982, "time": 175, "config": "wasm-release", "r": "4.6.0", "check": "FAIL", "artifact": "" }, { "job": 78802316946, "time": 930, "config": "windows-devel", "r": "4.7.0", "check": "WARNING", "artifact": "7325501352" }, { "job": 78802316965, "time": 1066, "config": "windows-oldrel", "r": "4.5.3", "check": "WARNING", "artifact": "7325538593" }, { "job": 78802317008, "time": 1011, "config": "windows-release", "r": "4.6.0", "check": "WARNING", "artifact": "7325522575" } ], "_buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cbergmeir/rlgt", "_commit": { "id": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "author": "Sherilyn ", "committer": "Sherilyn ", "message": "update suggested pkgs listed in demos\n", "time": 1745094533 }, "_maintainer": { "name": "Christoph Bergmeir", "email": "christoph.bergmeir@monash.edu", "login": "cbergmeir", "description": "", "uuid": 524058 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.4.0", "role": "Depends" }, { "package": "Rcpp", "version": ">= 0.12.0", "role": "Depends" }, { "package": "methods", "role": "Depends" }, { "package": "rstantools", "role": "Depends" }, { "package": "forecast", "role": "Depends" }, { "package": "truncnorm", "role": "Depends" }, { "package": "StanHeaders", "version": ">= 2.26.0", "role": "LinkingTo" }, { "package": "rstan", "version": ">= 2.26.0", "role": "LinkingTo" }, { "package": "BH", "version": ">= 1.66.0", "role": "LinkingTo" }, { "package": "Rcpp", "version": ">= 0.12.0", "role": "LinkingTo" }, { "package": "RcppEigen", "version": ">= 0.3.3.3.0", "role": "LinkingTo" }, { "package": "RcppParallel", "version": ">= 5.0.2", "role": "LinkingTo" }, { "package": "rstan", "version": ">= 2.26.0", "role": "Imports" }, { "package": "sn", "role": "Imports" }, { "package": "doParallel", "role": "Suggests" }, { "package": "foreach", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "Mcomp", "role": "Suggests" }, { "package": "RODBC", "role": "Suggests" }, { "package": "dplyr", "role": "Suggests" }, { "package": "ggplot2", "role": "Suggests" } ], "_owner": "cbergmeir", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 23, "_contributors": [ { "user": "slaweks17", "count": 72, "uuid": 8934797 }, { "user": "xueyinglong", "count": 70, "uuid": 58426288 }, { "user": "cbergmeir", "count": 47, "uuid": 524058 }, { "user": "dokal01", "count": 13, "uuid": 4748428 }, { "user": "andrjohns", "count": 2, "uuid": 27717896 }, { "user": "pochoi", "count": 1, "uuid": 10320603 }, { "user": "jgabry", "count": 1, "uuid": 7796803 } ], "_userbio": { "uuid": 524058, "type": "user", "name": "cbergmeir" }, "_downloads": { "count": 632, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/Rlgt" }, "_devurl": "https://github.com/cbergmeir/rlgt", "_searchresults": 32, "_topics": [ "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/Rlgt.html", "manual.pdf" ], "_homeurl": "https://github.com/cbergmeir/rlgt", "_realowner": "cbergmeir", "_cranurl": true, "_releases": [ { "version": "0.1-2", "date": "2019-02-22" }, { "version": "0.1-3", "date": "2019-06-17" }, { "version": "0.1-4", "date": "2022-05-17" }, { "version": "0.2-0", "date": "2023-08-30" }, { "version": "0.2-1", "date": "2023-09-15" }, { "version": "0.2-2", "date": "2024-07-16" }, { "version": "0.2-3", "date": "2025-04-30" } ], "_exports": [ "blgt.multi.forecast", "initModel", "rlgt", "rlgt.control" ], "_datasets": [ { "name": "iclaims.example", "title": "", "object": "iclaims.example", "class": [ "data.frame" ], "fields": [ "week", "claims", "trend.unemploy", "trend.filling", "trend.job" ], "rows": 443, "table": true, "tojson": true }, { "name": "umcsent.example", "title": "", "object": "umcsent.example", "class": [ "data.frame" ], "fields": [ "date", "consumer.sent", "search.engine", "financial.planning", "bus.news", "investing", "energy.utilities" ], "rows": 174, "table": true, "tojson": true } ], "_help": [], "_readme": "https://github.com/cbergmeir/rlgt/raw/HEAD/README.md", "_rundeps": [ "abind", "backports", "BH", "callr", "checkmate", "cli", "colorspace", "cpp11", "desc", "distributional", "farver", "forecast", "fracdiff", "generics", "ggplot2", "glue", "gridExtra", "gtable", "inline", "isoband", "labeling", "lattice", "lifecycle", "lmtest", "loo", "magrittr", "MASS", "Matrix", "MatrixModels", "matrixStats", "mnormt", "nlme", "nnet", "numDeriv", "pillar", "pkgbuild", "pkgconfig", "posterior", "processx", "ps", "quantreg", "QuickJSR", "R6", "RColorBrewer", "Rcpp", "RcppArmadillo", "RcppEigen", "RcppParallel", "rlang", "rstan", "rstantools", "S7", "scales", "sn", "SparseM", "StanHeaders", "survival", "tensorA", "tibble", "timeDate", "truncnorm", "urca", "utf8", "vctrs", "viridisLite", "withr", "zoo" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_vignettes": [ { "source": "gettingStarted.Rmd", "filename": "gettingStarted.html", "title": "Getting Started with Global Trend Models", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "LGT (Local and Global Trend)", "Fitting", "Forecasting" ], "created": "2018-11-19 13:47:46", "modified": "2019-07-29 01:39:27", "commits": 6 }, { "source": "GT_models.Rmd", "filename": "GT_models.html", "title": "Global Trend Models - LGT, SGT, and S2GT", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "LGT(Local and Global Trend)", "Model formulas", "Notations", "Parameters", "Notes on the model formulas", "SGT (Seasonal, Global Trend)", "Additional notations", "Additional parameters", "S2GT (Double Seasonal, Global Trend)", "Model options", "1. \"Smoothed innovation\" error size function", "Notes", "2. Generalized seasonality", "Formulas for SGT with generalized seasonality", "3. Additonal level calculation methods", "\"seasAvg\" - Seasonal average method", "\"HW_sAvg\" method", "Regression", "Prior Distributions", "Additional notes", "Non-integer seasonalities" ], "created": "2018-10-29 04:21:33", "modified": "2019-04-24 01:17:44", "commits": 9 } ], "_score": 6.645029064721143, "_indexed": true, "_nocasepkg": "rlgt", "_universes": [ "cbergmeir" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2-3", "date": "2026-06-01T07:05:42.000Z", "distro": "noble", "arch": "aarch64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "6fd09fc73e8298f4e2ead8393f5e6c259d88c806d576f7cdc635490ceb1e5038", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.7.0", "os": "linux", "version": "0.2-3", "date": "2026-06-01T07:05:29.000Z", "distro": "noble", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "31612549acab15480aa4c605c68734df4013b549c6a5087b9873c7fa91689df1", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.6.0", "os": "linux", "version": "0.2-3", "date": "2026-06-01T07:05:40.000Z", "distro": "noble", "arch": "aarch64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "f8e71e40d68c82eda5e852d8487f03dc528850ec22770c5b9e9a0c9c83f40341", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.6.0", "os": "linux", "version": "0.2-3", "date": "2026-06-01T07:05:30.000Z", "distro": "noble", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "a7fa7ff4214bb4e7954d91d6a88ca4e489a617f9955f216b659b11448058039f", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.5.3", "os": "mac", "version": "0.2-3", "date": "2026-06-01T07:18:59.000Z", "arch": "aarch64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "cc6c774dde90a8d9b8ef5f2267fddef8dcdbe4ef587ff54cea9aa1f16b219174", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.5.3", "os": "mac", "version": "0.2-3", "date": "2026-06-01T07:17:13.000Z", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "e628ac9c4c0dfa379abe95f48b1db3326a302e0af52a1d38ca5bef8128386c25", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.6.0", "os": "mac", "version": "0.2-3", "date": "2026-06-01T07:18:03.000Z", "arch": "aarch64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "c009782ec160b22ef708e63cb8a7f1e0a96cc50d32afb1b222d2ca067a1aebb7", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.6.0", "os": "mac", "version": "0.2-3", "date": "2026-06-01T07:24:15.000Z", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "8a0d33f3eb2345374291cc68bab0c8e78fa1c537b441006b6d1e5c6369f3e4fe", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.7.0", "os": "win", "version": "0.2-3", "date": "2026-06-01T07:04:40.000Z", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "28bb5da7390125102a6980a17fdd01d44161a7fd3eb4757a48c1a7a0fecea4de", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.5.3", "os": "win", "version": "0.2-3", "date": "2026-06-01T07:04:26.000Z", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "67e184e2fd694f935649e71ac787784f71bf009680e64f0c480161823e6cb33a", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" }, { "r": "4.6.0", "os": "win", "version": "0.2-3", "date": "2026-06-01T07:04:26.000Z", "arch": "x86_64", "commit": "43f466cd738dbd4893b445f1d1a453d9f8fe8346", "fileid": "4889dba6cab0c954e2b0c45db009a9461e41c52220b2f65168218e08586fcf0f", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cbergmeir/actions/runs/26739456037" } ] }