# Toolbox for Model Building and Forecasting

## Documentation for package ‘greybox’ version 2.0.8

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

A B C D E F G H I L M N O P Q R S T V X

greybox-package | Grey box

## -- A --

accuracy.greybox | Error measures for an estimated model
accuracy.predict.greybox | Error measures for an estimated model
actuals | Function extracts the actual values from the function
actuals.alm | Function extracts the actual values from the function
actuals.default | Function extracts the actual values from the function
actuals.lm | Function extracts the actual values from the function
actuals.predict.greybox | Function extracts the actual values from the function
AICc | Corrected Akaike's Information Criterion and Bayesian Information Criterion
aid | Automatic Identification of Demand
aidCat | Automatic Identification of Demand
ALaplace | Asymmetric Laplace Distribution
alm | Augmented Linear Model
assoc | Measures of association
association | Measures of association
asymmetry | Half moment of a distribution and its derivatives.

## -- B --

B | Create Lagged or Lead Variables for Time Series Regression
BCNormal | Box-Cox Normal Distribution
BICc | Corrected Akaike's Information Criterion and Bayesian Information Criterion

## -- C --

calm | Combine regressions based on information criteria
cextremity | Half moment of a distribution and its derivatives.
coef.alm | Coefficients of the model and their statistics
coef.greybox | Coefficients of the model and their statistics
coefbootstrap | Bootstrap for parameters of models
coefbootstrap.alm | Bootstrap for parameters of models
coefbootstrap.lm | Bootstrap for parameters of models
confint.alm | Coefficients of the model and their statistics
confint.scale | Coefficients of the model and their statistics
cramer | Calculate Cramer's V for categorical variables

## -- D --

dalaplace | Asymmetric Laplace Distribution
dbcnorm | Box-Cox Normal Distribution
detectdst | DST and Leap year detector functions
detectleap | DST and Leap year detector functions
determ | Coefficients of determination
determination | Coefficients of determination
dfnorm | Folded Normal Distribution
dgnorm | The generalized normal distribution
Distributions | Distribution functions of the greybox package
dlaplace | Laplace Distribution
dlogitnorm | Logit Normal Distribution
drectnorm | Rectified Normal Distribution
ds | S Distribution
dsrboot | Data Shape Replication Bootstrap
dtplnorm | Three Parameter Log Normal Distribution

## -- E --

Errors | Error measures
errorType | Functions that extracts type of error from the model
extractScale | Functions to extract scale and standard error from a model
extractScale.default | Functions to extract scale and standard error from a model
extractScale.greybox | Functions to extract scale and standard error from a model
extractSigma | Functions to extract scale and standard error from a model
extractSigma.default | Functions to extract scale and standard error from a model
extractSigma.greybox | Functions to extract scale and standard error from a model
extremity | Half moment of a distribution and its derivatives.

## -- F --

FNormal | Folded Normal Distribution
forecast.alm | Forecasting using greybox functions
forecast.greybox | Forecasting using greybox functions

## -- G --

GMRAE | Error measures
graphmaker | Linear graph construction function
greybox | Grey box

## -- H --

ham | Half moment of a distribution and its derivatives.
hm | Half moment of a distribution and its derivatives.

## -- I --

implant | Implant the scale model in the location model
is.alm | Greybox classes checkers
is.greybox | Greybox classes checkers
is.greyboxC | Greybox classes checkers
is.greyboxD | Greybox classes checkers
is.occurrence | Greybox classes checkers
is.rmc | Greybox classes checkers
is.rollingOrigin | Greybox classes checkers
is.scale | Greybox classes checkers

## -- L --

Laplace | Laplace Distribution
lmCombine | Combine regressions based on information criteria
lmDynamic | Combine regressions based on point information criteria
LogitNormal | Logit Normal Distribution

## -- M --

MAE | Error measures
MAPE | Error measures
MASE | Error measures
mcor | Multiple correlation
ME | Error measures
measures | Error measures for the provided forecasts
MIS | Error measures
MPE | Error measures
MRE | Error measures
MSE | Error measures
multipliers | Dynamic multipliers from an ARDL model

## -- N --

nparam | Number of parameters and number of variates in the model
nvariate | Number of parameters and number of variates in the model

## -- O --

outlierdummy | Outlier detection and matrix creation
outlierdummy.alm | Outlier detection and matrix creation
outlierdummy.default | Outlier detection and matrix creation

## -- P --

pAIC | Point AIC
pAICc | Point AIC
palaplace | Asymmetric Laplace Distribution
pbcnorm | Box-Cox Normal Distribution
pBIC | Point AIC
pBICc | Point AIC
pcor | Partial correlations
pfnorm | Folded Normal Distribution
pgnorm | The generalized normal distribution
pinball | Pinball function
plaplace | Laplace Distribution
plogitnorm | Logit Normal Distribution
plot.alm | Plots of the fit and residuals
plot.dsrboot | Data Shape Replication Bootstrap
plot.greybox | Plots of the fit and residuals
plot.rmcb | Regression for Multiple Comparison with the Best
pointLik | Point likelihood values
polyprod | This function calculates parameters for the polynomials
prectnorm | Rectified Normal Distribution
predict.alm | Forecasting using greybox functions
predict.greybox | Forecasting using greybox functions
predict.scale | Forecasting using greybox functions
ps | S Distribution
ptplnorm | Three Parameter Log Normal Distribution

## -- Q --

qalaplace | Asymmetric Laplace Distribution
qbcnorm | Box-Cox Normal Distribution
qfnorm | Folded Normal Distribution
qgnorm | The generalized normal distribution
qlaplace | Laplace Distribution
qlogitnorm | Logit Normal Distribution
qrectnorm | Rectified Normal Distribution
qs | S Distribution
qtplnorm | Three Parameter Log Normal Distribution

## -- R --

ralaplace | Asymmetric Laplace Distribution
rAME | Error measures
rbcnorm | Box-Cox Normal Distribution
rectNormal | Rectified Normal Distribution
rfnorm | Folded Normal Distribution
rgnorm | The generalized normal distribution
rlaplace | Laplace Distribution
rlogitnorm | Logit Normal Distribution
rMAE | Error measures
rmcb | Regression for Multiple Comparison with the Best
rMIS | Error measures
RMSSE | Error measures
ro | Rolling Origin
rrectnorm | Rectified Normal Distribution
rRMSE | Error measures
rs | S Distribution
rtplnorm | Three Parameter Log Normal Distribution

## -- S --

SAME | Error measures
sCE | Error measures
SDistribution | S Distribution
sm | Scale Model
sm.alm | Scale Model
sm.default | Scale Model
sm.lm | Scale Model
sMIS | Error measures
sMSE | Error measures
sPIS | Error measures
spread | Construct scatterplot / boxplots for the data
stepwise | Stepwise selection of regressors
summary.alm | Coefficients of the model and their statistics

## -- T --

tableplot | Construct a plot for categorical variable
temporaldummy | Dummy variables for provided seasonality type
temporaldummy.Date | Dummy variables for provided seasonality type
temporaldummy.default | Dummy variables for provided seasonality type
temporaldummy.POSIXt | Dummy variables for provided seasonality type
temporaldummy.ts | Dummy variables for provided seasonality type
temporaldummy.zoo | Dummy variables for provided seasonality type
TPLNormal | Three Parameter Log Normal Distribution

## -- V --

vcov.alm | Coefficients of the model and their statistics
vcov.scale | Coefficients of the model and their statistics

## -- X --

xregExpander | Exogenous variables expander
xregMultiplier | Exogenous variables cross-products
xregTransformer | Exogenous variables transformer