Rlgt
Bayesian Exponential Smoothing Models with Trend Modifications
Description
An implementation of a number of Global Trend models for time series forecasting that are Bayesian generalizations and extensions of some Exponential Smoothing models. The main differences/additions include 1) nonlinear global trend, 2) Student-t error distribution, and 3) a function for the error size, so heteroscedasticity. The methods are particularly useful for short time series. When tested on the well-known M3 dataset, they are able to outperform all classical time series algorithms. The models are fitted with MCMC using the 'rstan' package.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (17 non-OK)
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for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 161.2Mb
sub-directories of 1Mb or more:
libs 160.2Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 165.7Mb
sub-directories of 1Mb or more:
libs 164.7Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 10.9Mb
sub-directories of 1Mb or more:
libs 10.0Mb
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 161.2Mb
sub-directories of 1Mb or more:
libs 160.2Mb
installed package size
installed size is 165.7Mb
sub-directories of 1Mb or more:
libs 164.7Mb
installed package size
installed size is 10.9Mb
sub-directories of 1Mb or more:
libs 10.0Mb