Toolbox for Model Building and Forecasting


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Documentation for package ‘greybox’ version 2.0.1

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A B C D E F G H I L M N O P Q R S T V X

greybox-package Grey box

-- A --

accuracy.greybox Error measures for an estimated model
accuracy.predict.greybox Error measures for an estimated model
actuals Function extracts the actual values from the function
actuals.alm Function extracts the actual values from the function
actuals.default Function extracts the actual values from the function
actuals.lm Function extracts the actual values from the function
actuals.predict.greybox Function extracts the actual values from the function
adi Automatic Demand Identifier
AICc Corrected Akaike's Information Criterion and Bayesian Information Criterion
ALaplace Asymmetric Laplace Distribution
alm Augmented Linear Model
assoc Measures of association
association Measures of association
asymmetry Half moment of a distribution and its derivatives.

-- B --

BCNormal Box-Cox Normal Distribution
BICc Corrected Akaike's Information Criterion and Bayesian Information Criterion

-- C --

cextremity Half moment of a distribution and its derivatives.
coef.alm Coefficients of the model and their statistics
coef.greybox Coefficients of the model and their statistics
coefbootstrap Bootstrap for parameters of models
coefbootstrap.alm Bootstrap for parameters of models
coefbootstrap.lm Bootstrap for parameters of models
confint.alm Coefficients of the model and their statistics
confint.scale Coefficients of the model and their statistics
cramer Calculate Cramer's V for categorical variables

-- D --

dalaplace Asymmetric Laplace Distribution
dbcnorm Box-Cox Normal Distribution
detectdst DST and Leap year detector functions
detectleap DST and Leap year detector functions
determ Coefficients of determination
determination Coefficients of determination
dfnorm Folded Normal Distribution
dgnorm The generalized normal distribution
Distributions Distribution functions of the greybox package
dlaplace Laplace Distribution
dlogitnorm Logit Normal Distribution
drectnorm Rectified Normal Distribution
ds S Distribution
dtplnorm Three Parameter Log Normal Distribution

-- E --

Errors Error measures
errorType Functions that extracts type of error from the model
extractScale Functions to extract scale and standard error from a model
extractScale.default Functions to extract scale and standard error from a model
extractScale.greybox Functions to extract scale and standard error from a model
extractSigma Functions to extract scale and standard error from a model
extractSigma.default Functions to extract scale and standard error from a model
extractSigma.greybox Functions to extract scale and standard error from a model
extremity Half moment of a distribution and its derivatives.

-- F --

FNormal Folded Normal Distribution
forecast.alm Forecasting using greybox functions
forecast.greybox Forecasting using greybox functions

-- G --

GMRAE Error measures
graphmaker Linear graph construction function
greybox Grey box

-- H --

ham Half moment of a distribution and its derivatives.
hm Half moment of a distribution and its derivatives.

-- I --

implant Implant the scale model in the location model
is.alm Greybox classes checkers
is.greybox Greybox classes checkers
is.greyboxC Greybox classes checkers
is.greyboxD Greybox classes checkers
is.occurrence Greybox classes checkers
is.rmc Greybox classes checkers
is.rollingOrigin Greybox classes checkers
is.scale Greybox classes checkers

-- L --

Laplace Laplace Distribution
lmCombine Combine regressions based on information criteria
lmDynamic Combine regressions based on point information criteria
LogitNormal Logit Normal Distribution

-- M --

MAE Error measures
MAPE Error measures
MASE Error measures
mcor Multiple correlation
ME Error measures
measures Error measures for the provided forecasts
MIS Error measures
MPE Error measures
MRE Error measures
MSE Error measures

-- N --

nparam Number of parameters and number of variates in the model
nvariate Number of parameters and number of variates in the model

-- O --

outlierdummy Outlier detection and matrix creation
outlierdummy.alm Outlier detection and matrix creation
outlierdummy.default Outlier detection and matrix creation

-- P --

pAIC Point AIC
pAICc Point AIC
palaplace Asymmetric Laplace Distribution
pbcnorm Box-Cox Normal Distribution
pBIC Point AIC
pBICc Point AIC
pcor Partial correlations
pfnorm Folded Normal Distribution
pgnorm The generalized normal distribution
pinball Pinball function
plaplace Laplace Distribution
plogitnorm Logit Normal Distribution
plot.alm Plots of the fit and residuals
plot.greybox Plots of the fit and residuals
plot.rmcb Regression for Multiple Comparison with the Best
pointLik Point likelihood values
polyprod This function calculates parameters for the polynomials
prectnorm Rectified Normal Distribution
predict.alm Forecasting using greybox functions
predict.greybox Forecasting using greybox functions
predict.scale Forecasting using greybox functions
ps S Distribution
ptplnorm Three Parameter Log Normal Distribution

-- Q --

qalaplace Asymmetric Laplace Distribution
qbcnorm Box-Cox Normal Distribution
qfnorm Folded Normal Distribution
qgnorm The generalized normal distribution
qlaplace Laplace Distribution
qlogitnorm Logit Normal Distribution
qrectnorm Rectified Normal Distribution
qs S Distribution
qtplnorm Three Parameter Log Normal Distribution

-- R --

ralaplace Asymmetric Laplace Distribution
rAME Error measures
rbcnorm Box-Cox Normal Distribution
rectNormal Rectified Normal Distribution
rfnorm Folded Normal Distribution
rgnorm The generalized normal distribution
rlaplace Laplace Distribution
rlogitnorm Logit Normal Distribution
rMAE Error measures
rmcb Regression for Multiple Comparison with the Best
rMIS Error measures
RMSSE Error measures
ro Rolling Origin
rrectnorm Rectified Normal Distribution
rRMSE Error measures
rs S Distribution
rtplnorm Three Parameter Log Normal Distribution

-- S --

sCE Error measures
SDistribution S Distribution
sm Scale Model
sm.alm Scale Model
sm.default Scale Model
sm.lm Scale Model
sMIS Error measures
sMSE Error measures
sPIS Error measures
spread Construct scatterplot / boxplots for the data
stepwise Stepwise selection of regressors
summary.alm Coefficients of the model and their statistics

-- T --

tableplot Construct a plot for categorical variable
temporaldummy Dummy variables for provided seasonality type
temporaldummy.Date Dummy variables for provided seasonality type
temporaldummy.default Dummy variables for provided seasonality type
temporaldummy.POSIXt Dummy variables for provided seasonality type
temporaldummy.ts Dummy variables for provided seasonality type
temporaldummy.zoo Dummy variables for provided seasonality type
timeboot Time series bootstrap
TPLNormal Three Parameter Log Normal Distribution

-- V --

vcov.alm Coefficients of the model and their statistics
vcov.scale Coefficients of the model and their statistics

-- X --

xregExpander Exogenous variables expander
xregMultiplier Exogenous variables cross-products
xregTransformer Exogenous variables transformer