R Observatory: Metrics for tsPI version 1.0.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tsPI

1.0.4

Improved Prediction Intervals for ARIMA Processes and Structural Time Series

0packages depend

2.7Kdownloads / year

67.2%test coverage

11/13checks pass

Overview

About

Maintained by Jouni HelskeFirst published 2015-11-095 releasesCRAN page ↗GitHub ↗

Prediction intervals for ARIMA and structural time series models using importance sampling approach with uninformative priors for model parameters, leading to more accurate coverage probabilities in frequentist sense. Instead of sampling the future observations and hidden states of the state space representation of the model, only model parameters are sampled, and the method is based solving the equations corresponding to the conditional coverage probability of the prediction intervals. This makes method relatively fast compared to for example MCMC methods, and standard errors of prediction limits can also be computed straightforwardly.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tsPI", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("helske/tsPI")

Development version from helske/tsPI. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tspi

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tsPI

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tsPI

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

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

Slowest check: 2.5 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.19

67.2%

Coverage · measured lines

100%

Documentation · exports

1

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 60%
Documented parameters: 100%
Return-value docs: 88%
References docs: 22%

Downloads

2.7K

CRAN downloads in the past year

Rank #14,478 · ~7/day · ~222/mo

Releases R versions

Daily download trend is not available in this view yet.

17430 days

71190 days

2.7K1 year

Compare downloads with other packages →

Also on387 r2u10 autocran66 c2d4u

Repository

GitHub ↗ helske/tspi

9Stars

1Forks

0Open issues

0Open PRs

0Releases

66Commits

5Contributors

66 commits · Last activity 2023-09-04

Stars over time

2025-02-14 · 92026-07-07 · 9

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/helske/tspi on 2026-08-16.

Continuous integration (1)

Travis CI

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (1)

KFAS

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)

Jouni Helske

no longer listed · 1.0.0 to 1.0.4

Package Timeline

5 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
1.0.4Latest
2023-09-04 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.0.3
2019-12-05 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.0.2
2017-08-07 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.0.1
2016-03-17 · diff ↗
1.0.0
2015-11-09

Show 1 earlier events

R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-11-09
Total releases: 5 / 11 yrs
License: GPL-3 OSI
Download size: 18 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tsPI")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tsPI version 1.0.4 [Data set]. HJJB, LLC. Data release v2026-08-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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