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| author | Lars-Dominik Braun <ldb@leibniz-psychology.org> | 2020-01-31 16:04:16 +0100 |
|---|---|---|
| committer | Ricardo Wurmus <rekado@elephly.net> | 2020-02-22 20:42:10 +0100 |
| commit | dfecd5598e3d997a5729b228154f349c171dd03a (patch) | |
| tree | 1195357900daf258e9da7aee7e9eca5ed54d6c99 /gnu/packages | |
| parent | 3ec74f9de94585f83ee8203e3022d036fe7bc0be (diff) | |
| download | patches-dfecd5598e3d997a5729b228154f349c171dd03a.tar patches-dfecd5598e3d997a5729b228154f349c171dd03a.tar.gz | |
gnu: Add r-forecast.
* gnu/packages/cran.scm (r-forecast): New variable.
Diffstat (limited to 'gnu/packages')
| -rw-r--r-- | gnu/packages/cran.scm | 36 |
1 files changed, 36 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 71a7cc250e..9fb160ba34 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -19279,3 +19279,39 @@ first.") parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); it includes inference and basic methods.") (license license:gpl2+))) + +(define-public r-forecast + (package + (name "r-forecast") + (version "8.10") + (source + (origin + (method url-fetch) + (uri (cran-uri "forecast" version)) + (sha256 + (base32 + "0jccr2wg7sii38lyqrs58fkxf2az7nw6v0jya27hpbz9bg8ib3kr")))) + (properties `((upstream-name . "forecast"))) + (build-system r-build-system) + (propagated-inputs + `(("r-colorspace" ,r-colorspace) + ("r-fracdiff" ,r-fracdiff) + ("r-ggplot2" ,r-ggplot2) + ("r-lmtest" ,r-lmtest) + ("r-magrittr" ,r-magrittr) + ("r-nnet" ,r-nnet) + ("r-rcpp" ,r-rcpp) + ("r-rcpparmadillo" ,r-rcpparmadillo) + ("r-timedate" ,r-timedate) + ("r-tseries" ,r-tseries) + ("r-urca" ,r-urca) + ("r-zoo" ,r-zoo))) + (native-inputs + `(("r-knitr" ,r-knitr))) ; needed for vignettes + (home-page "https://pkg.robjhyndman.com/forecast/") + (synopsis "Forecasting functions for time series and linear models") + (description + "This package provides methods and tools for displaying and analysing +univariate time series forecasts including exponential smoothing via state +space models and automatic ARIMA modelling.") + (license license:gpl3))) |