Package: pcts
Type: Package
Title: Periodically Correlated and Periodically Integrated Time Series
Description: Classes and methods for modelling and simulation of
        periodically correlated (PC) and periodically integrated time
        series.  Compute theoretical periodic autocovariances and
        related properties of PC autoregressive moving average models.
        Some original methods including Boshnakov & Iqelan (2009)
        <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996)
        <doi:10.1111/j.1467-9892.1996.tb00281.x>.
Version: 0.15.2.9000
Authors@R: person(given = c("Georgi", "N."), family = "Boshnakov",
                  role = c("aut", "cre"), 
                  email = "georgi.boshnakov@manchester.ac.uk")
Depends: R (>= 3.5.0)
Imports: methods, sarima, Matrix, BB, PolynomF (>= 2.0-2), gbutils,
        zoo, xts, stats4, lagged (>= 0.2.2), mcompanion, Rdpack (>=
        0.9), lubridate
Suggests: testthat, fUnitRoots, partsm, knitr, rmarkdown
RdMacros: Rdpack
LazyData: yes
URL: https://geobosh.github.io/pcts/ (website)
        https://github.com/GeoBosh/pcts/ (devel)
BugReports: https://github.com/GeoBosh/pcts/issues
License: GPL (>= 2)
Collate: utils.R test1.r PeriodicCalc.R pcstat.R pc00smallutil.r
        pc02filters.r pc03simu.r acfsums.R pcls.R pcarma_model.R
        pcarma_acf.R generics.R autocovariances.R classCycle.R
        pcFilterClasses.R PeriodicClasses.R cyclic.R
        FittedPeriodicModels.R fitPM.R pcTest.R PeriodicVector.R sim.R
        optimcore.R trig.R
RoxygenNote: 7.1.1
VignetteBuilder: knitr
Repository: https://geobosh.r-universe.dev
Date/Publication: 2023-11-28 21:45:10 UTC
RemoteUrl: https://github.com/geobosh/pcts
RemoteRef: HEAD
RemoteSha: 5ef809a876131ee223c6fc2a24384da62c332116
NeedsCompilation: no
Packaged: 2026-06-06 06:02:00 UTC; root
Author: Georgi N. Boshnakov [aut, cre]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>