This package is used to evaluate and test time series analysis methods with a focus on evaluating risk minimisation measures.
Requires R (version 4.0.0 or higher). Installation on Windows requires RTools. Libraries used in TimeSeriesAnalysis require Java.
See the instructions here for configuring your R environment, including RTools and Java.
In R, use the following commands to download and install TimeSeriesAnalysis:
install.packages("remotes")
remotes::install_github("EHDEN/TimeSeriesAnalysis")
Documentation can be found on the package website.
PDF versions of the documentation are also available: * Package manual: TimeSeriesAnalysis.pdf * Vignette: Creating TimeSeriesAnalysis Modules