Package: tsPI
Title: Improved Prediction Intervals for ARIMA Processes and Structural
        Time Series
Version: 1.0.4
Date: 2023-09-04
Author: Jouni Helske
Maintainer: Jouni Helske <jouni.helske@iki.fi>
Imports: KFAS
Suggests: testthat
Description: 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.
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: 2026-05-28 06:35:36 UTC; root