ModalForecast
0.1.0Parametric Modal ARIMA Models using the SKD Family
Overview
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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-137 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 80%
- References docs
- 33%
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Repository
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Checks run against github.com/chedgala/modalforecast on 2026-08-23.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-05-12 · current release
- RR 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
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