Find descriptions of the R packages developed by the Centre.


What R package do you use when you want to produce forecasts for a time series? The answer would probably be forecast. While this is a very good package, that contains a lot of useful functions, some of them are rather restrictive. smooth package for R contains several more flexible functions for forecasting purposes. The […]

Posted in R Packages | Leave a comment


greybox is a toolbox of functions for modelling and forecasting purposes. The main focus of the package on the regression models and the instruments for models diagnostics and forecasts evaluation. At the moment the package includes the following functions: alm() – Advanced Linear Model that implements likelihood estimation of parameters for Normal, Laplace, Logistic, S, […]

Posted in R Packages | Leave a comment