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simts

Time Series Analysis Tools

v0.2.4 · Mar 10, 2026 · AGPL-3 | file LICENSE

Description

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

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CRAN Check Status

6 NOTE
8 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (6 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘simts/libs/simts.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-linux-x86_64-debian-gcc

compiled code

File ‘simts/libs/simts.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-windows-x86_64

compiled code

File 'simts/libs/x64/simts.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 21.7Mb
  sub-directories of 1Mb or more:
    doc    1.5Mb
    libs  19.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 23.1Mb
  sub-directories of 1Mb or more:
    doc    1.5Mb
    libs  20.7Mb
NOTE r-patched-linux-x86_64

compiled code

File ‘simts/libs/simts.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 21.7Mb
  sub-directories of 1Mb or more:
    doc    1.5Mb
    libs  19.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 23.1Mb
  sub-directories of 1Mb or more:
    doc    1.5Mb
    libs  20.7Mb
ERROR 4 OK · 2 NOTE · 0 WARNING · 8 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-devel-linux-x86_64-debian-clang

examples

Running examples in ‘simts-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> se
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘simts-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> se
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
ERROR r-devel-linux-x86_64-fedora-gcc

examples

Running examples in ‘simts-Ex.R’ failed
The error most likely occurred in:

> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> set.seed(18)
> xt = gen_arima(N=100, ar=0.3, d=1, ma=0.3)
> 
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
ERROR r-devel-windows-x86_64

examples

Running examples in 'simts-Ex.R' failed
The error most likely occurred in:

> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> set.seed(18)
> xt = gen_arima(N=100, ar=0.3, d=1, ma=0.3)
> 
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
ERROR r-patched-linux-x86_64

examples

Running examples in ‘simts-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> se
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
ERROR r-release-linux-x86_64

examples

Running examples in ‘simts-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> se
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
ERROR r-release-windows-x86_64

examples

Running examples in 'simts-Ex.R' failed
The error most likely occurred in:

> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> set.seed(18)
> xt = gen_arima(N=100, ar=0.3, d=1, ma=0.3)
> 
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted
NOTE r-oldrel-macos-arm64

installed package size

installed size is 21.7Mb
  sub-directories of 1Mb or more:
    doc    1.5Mb
    libs  19.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 23.2Mb
  sub-directories of 1Mb or more:
    doc    1.5Mb
    libs  20.7Mb
ERROR r-oldrel-windows-x86_64

examples

Running examples in 'simts-Ex.R' failed
The error most likely occurred in:

> ### Name: best_model
> ### Title: Select the Best Model
> ### Aliases: best_model
> 
> ### ** Examples
> 
>  
> set.seed(18)
> xt = gen_arima(N=100, ar=0.3, d=1, ma=0.3)
> 
...[truncated]...
(x, ic = "aic")
 2. │ └─x %>% filter_(crt)
 3. └─dplyr::filter_(., crt)
 4.   └─dplyr:::lazy_defunct("filter")
 5.     └─lifecycle::deprecate_stop(...)
 6.       └─lifecycle:::deprecate_stop0(msg)
 7.         └─rlang::cnd_signal(...)
Execution halted

Reverse Dependencies (4)

depends

imports

suggests

Dependency Network

Dependencies Reverse dependencies Rcpp scales broom dplyr magrittr purrr tidyr robcor rlang navigation avar wv gmwmx simts

Version History

new 0.2.4 Mar 10, 2026
updated 0.2.3 ← 0.2.2 diff Oct 7, 2025
updated 0.2.2 ← 0.2.1 diff Aug 30, 2023
updated 0.2.1 ← 0.2.0 diff Sep 2, 2022
updated 0.2.0 ← 0.1.1 diff Jan 2, 2022
updated 0.1.1 ← 0.1.0 diff Jul 21, 2019
new 0.1.0 Jul 18, 2019