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Nonlinear Time Series Analysis

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3.5Kdownloads / year
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Overview

About

Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).

Install

Health

CRAN checks
13NOTE
Check messages
NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
checkRd: (-1) MSM.fit.Rd:21: Lost braces
    21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
       |                                               ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
    25 | observation at current time step. It should return {xx} (the samples xt) and
       |                                                    ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
    26 | {logww} (their corresponding log weight).}
       | ^
NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Namespaces in Imports field not imported from:
  ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’
All declared Imports should be used.

CRAN check page ↗

Slowest check: 2.1 min · r-oldrel-windows-x86_64
Status changes
  • NOTE13 NOTENow
  • NOTE14 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.1.3
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
52
Examples that run
100%31 run in a plain check
Exported functions with examples
60%
Documented parameters
99%
Return-value docs
96%
Help pages citing references
62% with Rdpack citation macros

Downloads

3.5K
CRAN downloads in the past year
Rank #11,970 · ~10/day · ~296/mo
Daily download trend is not available in this view yet.
33930 days
91690 days
3.5K1 year
Compare downloads with other packages →
Also on88 r2u2 autocran89 c2d4u

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing NTS adds 5 packages (2 with compiled code, 2.1 MB of source tarballs). Heaviest: rbibutils 1.1 MB, MSwM 374 KB, Rdpack 370 KB.

Depends (1)
R >= 3.6.0
Imports (10)
basedlmgraphicsMASSMSwMRdpackparallelsplinesstatstensor
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (3)
Author, Maintainer since 1.0.0 (2018)
Author
Author
Releases (6)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • unarchivedReturned to CRAN
    2023-09-24
  • 1.1.3Latest
    record
    2023-09-24 · current release · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • archivedRemoved from CRAN
    2022-10-23
    requires archived package 'dlm'
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 1.1.2
    record
    2020-08-06 · diff ↗ ·
    added 20 exports
    MKF.Full.RB, MKFstep.fading, MSM.fit, NNsetting, SISstep.fading, SMC, SMC.Full, SMC.Full.RB, SMC.Smooth, Sstep.Clutter, Sstep.Clutter.Full, Sstep.Clutter.Full.RB, Sstep.Smooth.Sonar, Sstep.Sonar, clutterKF, cvlm, simPassiveSonar, simuTargetClutter, simu_fading, wrap.SMC
  • 1.1.1
    record
    2020-08-05 · diff ↗ ·
    removed 21 exports
    MKF.Full.RB, MKFstep.fading, MSM.fit, NNsetting, SISstep.fading, SMC, SMC.Full, SMC.Full.RB, SMC.Smooth, Sstep.Clutter, Sstep.Clutter.Full, Sstep.Clutter.Full.RB, Sstep.Smooth.Sonar, Sstep.Sonar, clutterKF, cvlm, simPassiveSonar, simuTargetClutter, simu_fading, uTAR.grid, wrap.SMC
  • R
    R 4.0.0 released · 2020-04-24
  • 1.1.0
    record
    2019-12-19 · diff ↗
  • 1.0.1
    record
    2019-08-30 · diff ↗ ·
    removed 1 export
    hello
  • R
    R 3.6.0 released · 2019-04-26
  • 1.0.0
    record
    2018-12-09
Show 1 earlier eventHide 1 earlier event
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2018-12-09
Total releases
6 / 8 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.6.0
Download size
55 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("NTS")
Liu, X., Chen, R., & Tsay, R. (2023). NTS: Nonlinear Time Series Analysis (Version 1.1.3) [Computer software]. https://doi.org/10.32614/CRAN.package.NTS

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 NTS version 1.1.3 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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