{ "_id": "6a17e3afacfb0bcc41da04ed", "Package": "tsPI", "Title": "Improved Prediction Intervals for ARIMA Processes and Structural\nTime Series", "Version": "1.0.4", "Date": "2023-09-04", "Author": "Jouni Helske", "Maintainer": "Jouni Helske ", "Description": "Prediction intervals for ARIMA and structural time series\nmodels using importance sampling approach with uninformative\npriors for model parameters, leading to more accurate coverage\nprobabilities in frequentist sense. Instead of sampling the\nfuture observations and hidden states of the state space\nrepresentation of the model, only model parameters are sampled,\nand the method is based solving the equations corresponding to\nthe conditional coverage probability of the prediction\nintervals. This makes method relatively fast compared to for\nexample MCMC methods, and standard errors of prediction limits\ncan also be computed straightforwardly.", "License": "GPL-3", "NeedsCompilation": "yes", "Encoding": "UTF-8", "BugReports": "https://github.com/helske/tsPI/issues", "RoxygenNote": "7.2.3", "Repository": "https://helske.r-universe.dev", "Date/Publication": "2023-09-04 10:18:09 UTC", "RemoteUrl": "https://github.com/helske/tsPI", "RemoteRef": "HEAD", "RemoteSha": "f2c774850a0c1bee600c68caf0e03db745026000", "Packaged": { "Date": "2026-05-28 06:35:36 UTC", "User": "root" }, "MD5sum": "87e59c6380e7ed14b43e58e4f6d3995e", "_user": "helske", "_type": "src", "_file": "tsPI_1.0.4.tar.gz", "_fileid": "48822513e69ddd4186857f9652790772db2e9eed88bb17bea12339b449edf2ec", "_filesize": 128458, "_sha256": "48822513e69ddd4186857f9652790772db2e9eed88bb17bea12339b449edf2ec", "_created": "2026-05-28T06:35:36.000Z", "_published": "2026-05-28T06:41:51.731Z", "_distro": "noble", "_jobs": [ { "job": 78237001741, "time": 117, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7259272177" }, { "job": 78237001739, "time": 108, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7259269915" }, { "job": 78237001752, "time": 101, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7259267955" }, { "job": 78237001759, "time": 105, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7259269113" }, { "job": 78237001774, "time": 72, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7259313803" }, { "job": 78237001756, "time": 178, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7259287868" }, { "job": 78237001754, "time": 83, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7259327091" }, { "job": 78237001747, "time": 187, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7259317766" }, { "job": 78236676507, "time": 157, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7259242332" }, { "job": 78237001733, "time": 91, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7259265588" }, { "job": 78237001750, "time": 76, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7259262055" }, { "job": 78237001744, "time": 132, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7259275582" }, { "job": 78237001737, "time": 76, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7259261948" } ], "_buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/helske/tsPI", "_commit": { "id": "f2c774850a0c1bee600c68caf0e03db745026000", "author": "Jouni Helske ", "committer": "Jouni Helske ", "message": "update docs\n", "time": 1693822689 }, "_maintainer": { "name": "Jouni Helske", "email": "jouni.helske@iki.fi", "login": "helske", "orcid": "0000-0001-7130-793X", "description": "Bayesian statistics, time series, causal inference, state space models, hidden Markov models, visualization.", "uuid": 1560448 }, "_registered": true, "_dependencies": [ { "package": "KFAS", "role": "Imports" }, { "package": "testthat", "role": "Suggests" } ], "_owner": "helske", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 9, "_contributors": [ { "user": "helske", "count": 3, "uuid": 1560448 } ], "_userbio": { "uuid": 1560448, "type": "user", "name": "Jouni Helske", "description": "Bayesian statistics, time series, causal inference, state space models, hidden Markov models, visualization." }, "_downloads": { "count": 219, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tsPI" }, "_devurl": "https://github.com/helske/tspi", "_searchresults": 7, "_topics": [ "openblas" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/tsPI.html", "manual.pdf" ], "_homeurl": "https://github.com/helske/tspi", "_realowner": "helske", "_cranurl": true, "_releases": [ { "version": "1.0.0", "date": "2015-11-09" }, { "version": "1.0.1", "date": "2016-03-17" }, { "version": "1.0.2", "date": "2017-08-07" }, { "version": "1.0.3", "date": "2019-12-05" }, { "version": "1.0.4", "date": "2023-09-04" } ], "_exports": [ "acv_arma", "approx_joint_jeffreys", "approx_marginal_jeffreys", "arima_pi", "avg_coverage_arima", "avg_coverage_struct", "dacv_arma", "exact_joint_jeffreys", "exact_marginal_jeffreys", "information_arma", "struct_pi" ], "_help": [ { "page": "acv_arma", "title": "Compute a theoretical autocovariance function of ARMA process", "topics": [ "acv_arma" ] }, { "page": "arima_pi", "title": "Prediction Intervals for ARIMA Processes with Exogenous Variables Using Importance Sampling", "topics": [ "arima_pi" ] }, { "page": "avg_coverage_arima", "title": "Compute the average coverage of the prediction intervals computed by naive plug-in method and 'arima_pi'", "topics": [ "avg_coverage_arima" ] }, { "page": "avg_coverage_struct", "title": "Compute the average coverage of the prediction intervals computed by 'struct_pi' and plug-in method", "topics": [ "avg_coverage_struct" ] }, { "page": "dacv_arma", "title": "Compute the partial derivatives of theoretical autocovariance function of ARMA process", "topics": [ "dacv_arma" ] }, { "page": "information_arma", "title": "Large Sample Approximation of Information Matrix for ARMA process", "topics": [ "information_arma" ] }, { "page": "priors", "title": "Compute different types of importance weights based on Jeffreys's prior", "topics": [ "approx_joint_jeffreys", "approx_marginal_jeffreys", "exact_joint_jeffreys", "exact_marginal_jeffreys", "jeffreys" ] }, { "page": "struct_pi", "title": "Prediction Intervals for Structural Time Series with Exogenous Variables Using Importance Sampling", "topics": [ "struct_pi" ] }, { "page": "tsPI", "title": "Improved Prediction Intervals for ARIMA Processes and Structural Time Series", "topics": [ "tsPI" ] } ], "_readme": "https://github.com/helske/tsPI/raw/HEAD/README.md", "_rundeps": [ "KFAS" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" } ], "_score": 3.6532125137753435, "_indexed": true, "_nocasepkg": "tspi", "_universes": [ "helske" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.4", "date": "2026-05-28T06:37:41.000Z", "distro": "noble", "arch": "aarch64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "9c53fd6fff612318d835dfbe0005dbab68b07348caf23a2d96ca00f92ea2efbf", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.7.0", "os": "linux", "version": "1.0.4", "date": "2026-05-28T06:37:29.000Z", "distro": "noble", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "b4a8b7b4355038fc389104bd955f4060322a1f1099c772b02481e40e6d0182e4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.6.0", "os": "linux", "version": "1.0.4", "date": "2026-05-28T06:37:25.000Z", "distro": "noble", "arch": "aarch64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "505bb31b75c475f792953096b386e395b65ed823fb82d6f3237065efe8e56e59", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.6.0", "os": "linux", "version": "1.0.4", "date": "2026-05-28T06:37:27.000Z", "distro": "noble", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "f49b958dde46a6f53ac02b6ce4228460fe3b44e233a76b68eebe2b7d7fa8016a", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.5.3", "os": "mac", "version": "1.0.4", "date": "2026-05-28T06:40:30.000Z", "arch": "aarch64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "eba2a612645ffda90864fb4c1eea99c30d14830a8f50d28a9f24575553bd998a", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.5.3", "os": "mac", "version": "1.0.4", "date": "2026-05-28T06:38:20.000Z", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "e63e332ea62d87b37617cf226408d0d0b22b411e45756f667991fb6112a95fcb", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.6.0", "os": "mac", "version": "1.0.4", "date": "2026-05-28T06:41:25.000Z", "arch": "aarch64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "ce24ba22ed6aa659259e06fad27d15d657b40a1560a4fa358bb0501407861c80", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.6.0", "os": "mac", "version": "1.0.4", "date": "2026-05-28T06:40:32.000Z", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "938ccbf34271aaa3873c91a8e5c48db52f6fe01de851db147671eea53f81cbac", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.4", "date": "2026-05-28T06:37:25.000Z", "arch": "emscripten", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "681f7eb314ddc2a9250cd8ba93d3e72f046807424f74e1380d038aaaf7ddd062", "status": "success", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.7.0", "os": "win", "version": "1.0.4", "date": "2026-05-28T06:36:45.000Z", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "3e9a52f9fa81a1ee4cba462ccd2f200c3c44913a077ff3553b615acb0b937b1a", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.5.3", "os": "win", "version": "1.0.4", "date": "2026-05-28T06:37:05.000Z", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "162bfd22ecc0e8e5e843135117c78f2174e10f544c77f098f133e8372b95bd13", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" }, { "r": "4.6.0", "os": "win", "version": "1.0.4", "date": "2026-05-28T06:36:43.000Z", "arch": "x86_64", "commit": "f2c774850a0c1bee600c68caf0e03db745026000", "fileid": "16b1428043de3caf013340f3a5f2e781efa04f38db09cd6b57a691ddf038b98c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/helske/actions/runs/26558819538" } ] }