JDCruncheR - 'JDemetra+' Quality Report Generator
Tool for generating quality reports from cruncher outputs (and calculating series scores). The latest version of the cruncher can be downloaded here: <https://github.com/jdemetra/jwsacruncher/releases>.
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extensionjdemetrajwsacruncherquality-assessment
6.56 score 6 stars 19 scripts 187 downloads
rjd3bench - Temporal Disaggregation and Benchmarking in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It provides a variety of methods for temporal disaggregation & interpolation, benchmarking, reconciliation and calendarization. It incorporates statistical methods described in the latest European Statistical System (ESS) guidelines on temporal disaggregation, benchmarking, and reconciliation (2018 edition). The package implements highly efficient algorithms for fast and reliable computation.
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openjdk
6.17 score 3 stars 14 scripts 167 downloads
rjd3sts - State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
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openjdk
5.92 score 3 stars 33 scripts
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspaces
R Interface to 'JDemetra+ 3.x'(<https://github.com/jdemetra>). It offers several functions to manipulate 'JDemetra+' workspaces, which can be read by the software and can store several seasonal adjusted series along with user-defined calendars or regression variables.
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javajdemetratime-seriestimeseriesworkspaceopenjdk
5.84 score 6 stars 1 dependents 14 scripts 366 downloads
rjd3filters - Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x
This package provides functions to build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on Java libraries developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
5.57 score 3 stars 3 dependents 92 scriptsrjd3xjars - Interface to 'JDemetra+ 3.x' Time Series Analysis Software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
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openjdk
5.16 score 2 stars 4 dependents 537 downloads
rjd3providers - Interface to 'JDemetra+' 3.x Time Series Analysis Software
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to txt, csv, xml and spreadsheets files which are meant to be read by 'JDemetra+' Graphical User Interface.
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openjdk
5.08 score 1 stars 2 dependents 2 scripts 437 downloads
rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.
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openjdk
4.85 score 2 stars 1 dependents 48 scripts
rjd3nowcasting - Nowcasting with Dynamic Factors Models in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>), time series analysis software. The package enables the specification and estimation of Dynamic Factor Models for nowcasting, and includes news analysis to interpret forecast revisions. It implements highly efficient algorithms for fast and reliable computation.
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openjdk
4.43 score 3 stars 2 scripts
IssueTrackeR - List Things to Do
Manage a 'GitHub' problem using R: wrangle issues, labels and milestones. It includes functions for storing, prioritizing (sorting), displaying, adding, deleting, and selecting (filtering) issues based on qualitative and quantitative information. Issues (labels and milestones) are written in lists and categorized into the S3 class to be easily manipulated as datasets in R.
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githubissuesissues-trackermileston
4.34 score 4 stars 1 scripts 308 downloads
rjd3revisions - Revision analysis with 'JDemetra+ 3.x'
Revision analysis tool part of 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It performs a battery of tests on revisions and submit a report with the results. The various tests enable the users to detect potential bias and sources of inefficiency in preliminary estimates.
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openjdk
4.20 score 4 stars 2 scriptsrjd3x11plus - Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
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openjdk
3.95 score 1 stars 1 dependents 15 scriptsreleaser - Help with Preparing a New Version of an R Package
Helps to prepare a release. Before releasing an R package it is important to update the DESCRIPTION file and the changelog. This package prepares these files and also updates the versions according to the branches. It relies heavily on the 'desc' packages.
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3.60 score 1 stars 280 downloads
rjdworkspace - Manipulate 'JDemetra+' Workspaces
Set of tools to manipulate the 'JDemetra+' workspaces. Based on the 'RJDemetra' package (which interfaces with version 2 of the 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks). This package provides access to additional workspace manipulation functions such as metadata manipulation, raw paths and wrangling of several workspaces simultaneously. These additional functionalities are useful as part of a CVS data production chain.
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jdemetrarjdemetraworkspace-managementopenjdk
3.18 score 1 stars 6 scripts 253 downloadsrjd3stl - R Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
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openjdk
3.08 score 1 stars 7 scripts