Package: greybox
Type: Package
Title: Toolbox for Model Selection and Combinations for the Forecasting
        Purposes
Version: 0.2.0
Date: 2018-03-10
Authors@R: person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                  comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK")
URL: https://github.com/config-i1/greybox
BugReports: https://github.com/config-i1/greybox/issues
Description: Implements model selection and combinations via information criteria based on
             the values of partial correlations. This allows, for example, solving "fat regression"
             problems, where the number of variables is much larger than the number of observations.
             This is driven by the research on information criteria, which is well discussed in
             Burnham & Anderson (2002) <doi:10.1007/b97636>, and currently developed further by
             Ivan Svetunkov and Yves Sagaert (working paper in progress). Models developed in the
             package are tailored specifically for forecasting purposes. So as a results there are
             several methods that allow producing forecasts from these models and visualising them.
License: GPL (>= 2)
Depends: R (>= 3.0.2)
Imports: forecast, stats, graphics, utils, zoo
Suggests: smooth, numDeriv, testthat, rmarkdown, knitr
RoxygenNote: 6.0.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2018-03-10 23:19:47 UTC; config
Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
    and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>
Repository: CRAN
Date/Publication: 2018-03-13 15:13:46 UTC
