Rob Hyndman's R packages

This page provides a collection of some R packages I have written which may be useful to others. The packages may be freely copied and used. No guarantee of their reliability is given. Some functions are given as code only. If any errors are found, please let me know.

addb

Data from the Australian Demographic Data Bank. To be used in conjunction with the demography package.

demography

Provides a large number of functions for handling demographic statistics, modelling and forecasting. In particular, it implements Lee-Carter forecasting and variations, and Hyndman-Ullah forecasting.

forecast

Supplements the tools available in the stats package by providing additional forecast methods, and graphical tools for displaying and analysing forecasts. It also includes all data sets from Makridakis, Wheelwright and Hyndman (1998) Forecasting: methods and applications, Wiley & Sons: New York and all data from the M1 and M3 forecasting competitions.

hdrcde

Computes highest density regions and conditional density estimates.

monash

Miscellaneous functions for the Monash University Statistics & Econometrics Consulting Service.

Code only

Monotonic Interpolation

• Monotonic interpolating splines

ROC curves

• Kernel estimation and bandwidth selection

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