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# `simts` Overview <img src="man/figures/logo.png" align="right" style="width: 20%; height: 20%"/>

The Time Series Tools (`simts`) R package provides a series of tools to
simulate, plot, estimate, select and forecast different time series
models. Its original purpose was to be a support to the online textbook
[“Applied Time Series Analysis with
R”](https://smac-group.github.io/ts/) but can obviously be used for time
series analysis in general. More specifically, the package provides
tools with the following features:

- Simulation of time series from SARIMA models to various state-space
  models that can be expressed as latent time series processes.
- Visualization of time series data with user specifications.
- Specific simulation and visualization tools for latent time series
  models.
- Easy-to-use functions to estimate and infer on the parameters of time
  series models through different methods (standard and robust).
- Diagnostic and statistical tools to assess goodness of fit and select
  the best model for the data.
- Estimating and plotting tools to deliver point forecasts and
  confidence intervals.

To understand the usage of the `simts` package, please refer to the
“Vignettes” tab above.

## Install Instructions

## Installation

The `simts` package is available on both CRAN and GitHub. The CRAN
version is considered stable while the GitHub version is subject to
modifications/updates which may lead to installation problems or broken
functions. You can install the stable version of the `simts` package
with:

``` r
install.packages("simts")
```

For users who are interested in having the latest developments, the
GitHub version is ideal although more dependencies are required to run a
stable version of the package. Most importantly, users **must** have a
(C++) compiler installed on their machine that is compatible with R
(e.g. Clang).

``` r
# Install dependencies
install.packages(c("RcppArmadillo","devtools","knitr","rmarkdown"))

# Install the package from GitHub without Vignettes/User Guides
devtools::install_github("SMAC-Group/simts")

# Install the package with Vignettes/User Guides 
devtools::install_github("SMAC-Group/simts", build_vignettes = TRUE)
```

*The setup to obtain the development version of `simts` is platform
dependent.*

## License

The license this source code is released under is the GNU AFFERO GENERAL
PUBLIC LICENSE (AGPL) v3.0. Please see the LICENSE file for full text.
Otherwise, please see [here](https://opensource.org/license/agpl-v3)
which will provide a synopsis of the restrictions placed upon the code.

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