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tsaux

1.0.2

Time Series Forecasting Auxiliary Functions

1packages depend
4.5Kdownloads / year
51.5%test coverage
13/13checks pass

Overview

About
Maintained by Alexios GalanosFirst published 2025-03-312 releasesCRAN page ↗GitHub ↗

A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) doi:10.2307/2290724 (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.

Install

Health

CRAN checks
13OK
Slowest check: 3.2 min · r-oldrel-macos-x86_64
Code health
Yes
Tests · ratio 0.17
51.5%
Coverage · measured lines
100%
Documentation · exports
11
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
97%
Return-value docs
100%
References docs
8%

Downloads

4.5K
CRAN downloads in the past year
Rank #6,703 · ~12/day · ~378/mo
Daily download trend is not available in this view yet.
25630 days
1.2K90 days
4.5K1 year
Compare downloads with other packages →
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Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
0Releases
48Commits
3Contributors
48 commits · Last activity 2025-04-14

Stars over time

2020-09-07 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/tsmodels/tsaux on 2026-08-23.

Continuous integration (1)
GitHub Actions
Docs source (1)
README.Rmd
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
14 external dependencies (excludes base and recommended)
Depends (2)
R >= 4.1.0tsmethods
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

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

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.2Latest
    2026-04-04 · current release · diff ↗
  • 1.0.0
    2026-03-10
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-03-31
Total releases
2 / 1 yrs
License
GPL-2 OSI
Minimum R
≥ 4.1.0
Download size
483 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tsaux")
Galanos, A. (2026). tsaux: Time Series Forecasting Auxiliary Functions (Version 1.0.2) [Computer software]. https://doi.org/10.32614/CRAN.package.tsaux

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 tsaux version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-08-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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