complex package for R

Time series analysis and forecasting using complex variables

The package includes basic instruments for correlation and regression analysis of complex-valued variables. The package supports the monograph by Svetunkov & Svetunkov "Complex-valued Econometrics with Examples in R" <doi:10.1007/978-3-031-62608-1>.

Installation

Stable version can be installed from CRAN:

install.packages("complex")

For installation from github use the remotes package:

if (!require("remotes")){install.packages("remotes")}
remotes::install_github("config-i1/complex")