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NTS

1.1.3

Nonlinear Time Series Analysis

0packages depend
3.9Kdownloads / year
test coverage
0/13checks pass

Overview

About
Maintained by Xialu LiuFirst published 2018-12-096 releasesCRAN page ↗

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
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
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  • NOTE r-release-windows-x86_64
Slowest check: 2.1 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
10
Dependencies · direct
Check history
  • NOTE2026-03-10
    0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
99%
Return-value docs
96%
References docs
62%

Downloads

3.9K
CRAN downloads in the past year
Rank #12,042 · ~11/day · ~324/mo
Daily download trend is not available in this view yet.
19630 days
82490 days
3.9K1 year
Compare downloads with other packages →
Also on114 r2u14 autocran38 c2d4u

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)
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.

Code & Tests

People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (3)
Author, Maintainer
Author
Author
Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 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
  • 1.1.3Latest
    2023-09-24 · current release · diff ↗
  • unarchivedReturned to CRAN
    2023-09-24
  • 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
    2020-08-06 · diff ↗
  • 1.1.1
    2020-08-05 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.1.0
    2019-12-19 · diff ↗
  • 1.0.1
    2019-08-30 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 1.0.0
    2018-12-09
Show 1 earlier events
  • 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
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("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 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 NTS version 1.1.3 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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