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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

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stéphane Guerrier <stef.guerrier@gmail.com>’

Reading Rd files failed with message:
  cannot open the connection
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 7, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stéphane Guerrier <stef.guerrier@gmail.com>’

Reading Rd files failed with message:
  cannot open the connection
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 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 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/simts.Rcheck/00install.out' for details.
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 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

7 tracked
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