Package: tsaux
Type: Package
Title: Time Series Forecasting Auxiliary Functions
Version: 1.0.0
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Description: A suite of auxiliary functions that enhance time series
        estimation and forecasting, including a robust anomaly
        detection routine based on Chen and Liu (1993)
        <doi:10.2307/2290724> (imported and wrapped from the
        'tsoutliers' package), utilities for managing calendar and time
        conversions, performance metrics to assess both point forecasts
        and distributional predictions, advanced simulation by allowing
        the generation of time series components—such as trend,
        seasonal, ARMA, irregular, and anomalies—in a modular fashion
        based on the innovations form of the state space model and a
        number of transformation methods including Box-Cox, Logit,
        'Softplus-Logit' and Sigmoid.
Depends: R (>= 4.1.0), tsmethods
Imports: methods, zoo, xts, lubridate, car, Rdpack, scoringRules,
        stlplus, tsoutliers, forecast, data.table
RdMacros: Rdpack
License: GPL-2
Encoding: UTF-8
BugReports: https://github.com/tsmodels/tsaux/issues
URL: https://github.com/tsmodels/tsaux
RoxygenNote: 7.3.2
Suggests: knitr, kableExtra, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://tsmodels.r-universe.dev
Date/Publication: 2025-04-14 13:50:41 UTC
RemoteUrl: https://github.com/tsmodels/tsaux
RemoteRef: HEAD
RemoteSha: 68b22ad2e8251f311c4410a6e24dd1d9a6a86104
NeedsCompilation: no
Packaged: 2026-06-14 07:52:34 UTC; root
Author: Alexios Galanos [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0000-9308-0457>)