Package: ModalForecast
Title: Parametric Modal ARIMA and Seasonal ARIMA Models using the SKD
        Family
Version: 0.2.0
Authors@R: c(
    person("Christian", "Galarza", email = "chedgala@espol.edu.ec", role = c("aut", "cre")),
    person("Sergio Luis", "Mercado Londoño", email = "luis.mercado@udea.edu.co", role = "ctb"),
    person("Víctor Hugo", "Lachos", email = "hlachos@uconn.edu", role = "ctb",
           comment = c(ORCID = "0000-0002-7239-2459")))
Description: Implements parametric modal Autoregressive Integrated
        Moving Average (ARIMA) and seasonal ARIMA (SARIMA) models
        utilizing the Skewed Distribution (SKD) family, in which the
        conditional mode, rather than the conditional mean, follows the
        (seasonal) ARIMA recursion. Current distributions supported are
        the Skew-Normal, Skewed Student-t, and Skewed Laplace. The
        parameters are estimated by maximum likelihood using analytical
        gradients. Includes residual diagnostics, simulation envelopes,
        automatic order selection, joint and marginal modal forecasts,
        exact and 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, utils, graphics, forecast, ggplot2, gridExtra, scales,
        grid
Suggests: rmarkdown, testthat (>= 3.0.0), knitr
Config/testthat/edition: 3
Repository: https://chedgala.r-universe.dev
Date/Publication: 2026-09-24 22:52:34 UTC
RemoteUrl: https://github.com/chedgala/modalforecast
RemoteRef: HEAD
RemoteSha: 9fe552cd77bd6ea08e00bc062b52e181f81ea21c
NeedsCompilation: no
Packaged: 2026-09-24 23:08:19 UTC; root
Author: Christian Galarza [aut, cre],
  Sergio Luis Mercado Londoño [ctb],
  Víctor Hugo Lachos [ctb] (ORCID:
    <https://orcid.org/0000-0002-7239-2459>)
Maintainer: Christian Galarza <chedgala@espol.edu.ec>
Built: R 4.6.0; ; 2026-09-24 23:10:30 UTC; unix
