Skip to content

ModalForecast

0.1.0

Parametric Modal ARIMA Models using the SKD Family

0packages depend
1.3Kdownloads / year
36.7%test coverage
13/13checks pass

Overview

About
Maintained by Christian GalarzaFirst published 2026-05-121 releasesCRAN page ↗GitHub ↗

Implements parametric modal Autoregressive Integrated Moving Average (ARIMA) models utilizing the Skewed Distribution (SKD) family. Current distributions supported are the Skew-Normal, Skewed Student-t, and Skewed Laplace. The conditional mode is parameterized and optimized via maximum likelihood using analytical gradients. Includes comprehensive residual diagnostics, robustness options (heavy tails, asymmetry), robust parametric bootstrap prediction intervals, and classical asymptotic inference via the Fisher Information matrix. Methods are described in Galarza, C.E., Lachos, V.H., Cabral, C.R.B., & Castro, L.M. (2017) doi:10.1002/sta4.140.

Install

Health

CRAN checks
13OK
Slowest check: 2.6 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.02
36.7%
Coverage · measured lines
100%
Documentation · exports
7
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-05-13
    7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 680 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
80%
References docs
33%

Downloads

1.3K
CRAN downloads in the past year
Rank #9,441 · ~3/day · ~105/mo
Daily download trend is not available in this view yet.
19030 days
99190 days
1.3K1 year
Compare downloads with other packages →
Also on42 r2u6 autocran

Repository

Repository
0Stars
0Forks
0Open issues
0Open PRs
0Releases
License GPL-3.0 · Last activity 2026-04-28

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/chedgala/modalforecast on 2026-08-23.

CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (7)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • 0.1.0Latest
    2026-05-12 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-05-12
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
805 KB
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ModalForecast")
Galarza, C. (2026). ModalForecast: Parametric Modal ARIMA Models using the SKD Family (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ModalForecast

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ModalForecast version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy