NTS

Nonlinear Time Series Analysis

v1.1.3 · Sep 24, 2023 · GPL (>= 2)

Description

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).

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	86.6s
r-devel-linux-x86_64-debian-gcc	NOTE	57.9s
r-devel-linux-x86_64-fedora-clang	NOTE	132.8s
r-devel-linux-x86_64-fedora-gcc	NOTE	133.3s
r-devel-macos-arm64	NOTE	21s
r-devel-windows-x86_64	NOTE	101s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	56s
r-oldrel-windows-x86_64	NOTE	127s
r-patched-linux-x86_64	NOTE	82.5s
r-release-linux-x86_64	NOTE	78.8s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	69s
r-release-windows-x86_64	NOTE	103s

Check details (16 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

Rd files

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).}
       | ^

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

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).}
       | ^

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

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).}
       | ^

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespaces in Imports field not imported from:
  ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

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).}
       | ^

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespaces in Imports field not imported from:
  ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’
  All declared Imports should be used.

NOTE r-devel-macos-arm64

Rd files

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).}
       | ^

NOTE r-devel-windows-x86_64

Rd files

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).}
       | ^

NOTE r-oldrel-macos-arm64

Rd files

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).}
       | ^

NOTE r-oldrel-macos-x86_64

Rd files

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).}
       | ^

NOTE r-oldrel-windows-x86_64

Rd files

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).}
       | ^

NOTE r-patched-linux-x86_64

Rd files

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).}
       | ^

NOTE r-release-linux-x86_64

Rd files

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).}
       | ^

NOTE r-release-macos-arm64

Rd files

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).}
       | ^

NOTE r-release-macos-x86_64

Rd files

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).}
       | ^

NOTE r-release-windows-x86_64

Rd files

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).}
       | ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespaces in Imports field not imported from:
  ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespaces in Imports field not imported from:
  ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’
  All declared Imports should be used.

NOTE r-devel-macos-arm64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-devel-windows-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-patched-linux-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-release-linux-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-release-macos-arm64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-release-macos-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-release-windows-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-oldrel-macos-arm64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-oldrel-macos-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

NOTE r-oldrel-windows-x86_64

Rd files

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 br
...[truncated]...
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).}
       | ^

Dependency Network

Version History

new 1.1.3 Mar 10, 2026

updated 1.1.3 ← 1.1.2 diff Sep 23, 2023

updated 1.1.2 ← 1.1.1 diff Aug 5, 2020

updated 1.1.1 ← 1.1.0 diff Aug 4, 2020

updated 1.1.0 ← 1.0.1 diff Dec 18, 2019

updated 1.0.1 ← 1.0.0 diff Aug 29, 2019

new 1.0.0 Dec 8, 2018

Maintainer

Xialu Liu

Dependencies

Depends

R (>= 3.6.0)

Imports

base dlm graphics MASS MSwM Rdpack parallel splines stats tensor

Suggests

testthat

Compilation

No compilation needed

First Published

Dec 8, 2018

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