bgoodri / Rlgt

Rlgt is an R package for Bayesian Exponential Smoothing

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README

This package is based on code from Slawek Smyl to implement LGT, a local- and global trend exponential smoothing forecasting method using Rstan for model fitting.

Installation

Rlgt: R CMD build runs the "cleanup" script that runs roxygen and creates the source files. Then, R CMD INSTALL can be used to install the .tar.gz package.

RlgtLik: Implementation of LGT into code extracted from the "forecast" package.

TODOs

In Rlgt: implement seasonal models into Rlgt2 change init mechanism. Implement S3 methods according to Stan developer guide.

About

Rlgt is an R package for Bayesian Exponential Smoothing


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