logit

The logit transformation as an alternative to the Box Cox for bounded
outcomes.

A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.

Alexios Ghalanos

tsaux

Time Series Forecasting Auxiliary Functions

Alexios Galanos

logit function

<dl><dt>lower</dt>
<dd>lower bound of the variable.</dd>
<dt>upper</dt>
<dd>upper bound of the variable.</dd>
<dt>...</dt>
<dd>not currently used.</dd></dl>

Arguments

Author

The logit transformation — logit

<dl>

<dt>lower</dt>
<dd>lower bound of the variable.</dd>


<dt>upper</dt>
<dd>upper bound of the variable.</dd>


<dt>...</dt>
<dd>not currently used.</dd>

</dl>

logit: The logit transformation

Description

Usage

Value

Arguments

Author