NTS

1.1.3

Nonlinear Time Series Analysis

0packages depend

4Kdownloads / year

–test coverage

0/13checks pass

Overview

About

Maintained by Xialu LiuFirst published 2018-12-096 releasesCRAN page ↗

Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("NTS", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-nts

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-NTS

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-NTS

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13NOTE

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
NOTE r-oldrel-macos-arm64
NOTE r-oldrel-macos-x86_64
NOTE r-oldrel-windows-x86_64
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64
NOTE r-release-macos-arm64
NOTE r-release-macos-x86_64
NOTE r-release-windows-x86_64

Slowest check: 2.3 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 99%
Return-value docs: 96%
References docs: 62%

Downloads

CRAN downloads in the past year

Rank #11,514 · ~11/day · ~333/mo

Releases R versions

Daily download trend is not available in this view yet.

28030 days

92690 days

4K1 year

Compare downloads with other packages →

Also on89 r2u20 autocran38 c2d4u

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (10)

base dlmgraphicsMASSMSwM Rdpackparallelsplinesstatstensor

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 5,338 (71%)Rd 2,166 (29%)

Code characteristics

Cyclomatic complexity: 6.0 median / 41 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

66 52 exported

Complexity

9.3 avg / 41 max

Call network

66 nodes / 18 edges

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (3)

Maintainer (1)

Xialu Liu

Author, Maintainer

Authors (3)

Xialu Liu

Author, Maintainer

Rong Chen

Author

Ruey Tsay

Author

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.1.3Latest
2023-09-24 · current release · diff ↗
unarchivedReturned to CRAN
2023-09-24
R
R 4.3.0 released · 2023-04-21
archivedRemoved from CRAN
2022-10-23
requires archived package 'dlm'
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.1.2
2020-08-06 · diff ↗
1.1.1
2020-08-05 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.1.0
2019-12-19 · diff ↗
1.0.1
2019-08-30 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.0.0
2018-12-09

Show 1 earlier events

R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-12-09
Total releases: 6 / 8 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.6.0
Download size: 55 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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