complex: Time Series Analysis and Forecasting Using Complex Variables

Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).

Version: 1.0.0
Depends: R (≥ 3.5.0), greybox (≥ 0.5.0), legion
Imports: stats, graphics, nloptr, mvtnorm, pracma
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, knitr, rmarkdown
Published: 2024-04-09
DOI: 10.32614/CRAN.package.complex
Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan at>
License: LGPL-2.1
NeedsCompilation: yes
Language: en-GB
Materials: README NEWS
In views: TimeSeries
CRAN checks: complex results


Reference manual: complex.pdf


Package source: complex_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): complex_1.0.0.tgz, r-oldrel (arm64): complex_1.0.0.tgz, r-release (x86_64): complex_1.0.0.tgz, r-oldrel (x86_64): complex_1.0.0.tgz


Please use the canonical form to link to this page.