Package: ModalForecast
Title: Parametric Modal ARIMA Models using the SKD Family
Version: 0.1.0
Authors@R: person("Christian", "Galarza", email = "chedgala@espol.edu.ec", role = c("aut", "cre"))
Description: Implements parametric modal Autoregressive Integrated Moving Average (ARIMA) models utilizing the Skewed Distribution (SKD) family. Current distributions supported are the Skew-Normal, Skewed Student-t, and Skewed Laplace. The conditional mode is parameterized and optimized via maximum likelihood using analytical gradients. Includes comprehensive residual diagnostics, robustness options (heavy tails, asymmetry), robust parametric bootstrap prediction intervals, and classical asymptotic inference via the Fisher Information matrix. Methods are described in Galarza, C.E., Lachos, V.H., Cabral, C.R.B., & Castro, L.M. (2017) <doi:10.1002/sta4.140>.
URL: https://github.com/chedgala/ModalForecast
BugReports: https://github.com/chedgala/ModalForecast/issues
Depends: R (>= 3.5.0)
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: stats, graphics, forecast, ggplot2, gridExtra, scales, grid
Suggests: rmarkdown, testthat (>= 3.0.0), knitr
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-05-06 15:02:39 UTC; chedgala
Author: Christian Galarza [aut, cre]
Maintainer: Christian Galarza <chedgala@espol.edu.ec>
Repository: CRAN
Date/Publication: 2026-05-12 17:40:07 UTC
Built: R 4.5.2; ; 2026-05-12 19:26:39 UTC; unix
