Software development
Many academic staff and postgraduate students within Econometrics and Business Statistics are active developers of open-source R packages. Our packages have been downloaded by users all over the world millions of times. Packages with more than 1500 downloads per month are listed below.
| Description | Monash authors | Average downloads per month | |
|---|---|---|---|
| forecast: Forecasting Functions for Time Series and Linear Models | The R package forecast provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling. | Rob J Hyndman, Earo Wang, Christoph Bergmeir, Mitchell O’Hara-Wild, George Athanasopoulos | 247960 |
| Ggally: extension to ggplot2 | The purpose of this function is to quickly plot the coefficients of a model. | Di Cook | 75455 |
| tsibble: Tidy Temporal Data Frames and Tools | The tsibble package provides a data class of tbl_ts to represent tidy temporal data. A tsibble consists of a time index, key and other measured variables in a data-centric format, which is built on top of the tibble | Earo Wang, Rob Hyndman, Di Cook, Mitchell O’Hara-Wild | 15168 |
| naniar: Data Structures, Summaries, and Visualisations for Missing Data | naniar provides principled, tidy ways to summarise, visualise, and manipulate missing data with minimal deviations from the workflows in ggplot2 and tidy data. | Nick Tierney, Di Cook, Mitchell O’Hara-Wild | 13116 |
| fma | Data Sets from "Forecasting: Methods and Applications" by Makridakis, Wheelwright & Hyndman (1998) | Rob J Hyndman | 12687 |
| hts: Hierarchical and Grouped Time Series | The R package hts presents functions to create, plot and forecast hierarchical and grouped time series. | Earo Wang Rob J Hyndman, Shanika Wickramasuriya | 11598 |
| fpp2: Data for “Forecasting: Principles and Practice” | All data sets required for the examples and exercises in the book "Forecasting: principles and practice" by Rob J Hyndman and George Athanasopoulos. All packages required to run the examples are also loaded. | Rob J Hyndman | 11260 |
| fabletools | Core Tools for Packages in the 'fable' Framework | Mitchell O'Hara-Wild, Rob J Hyndman | 9546 |
| tsfeatures | Time Series Feature Extraction | Rob Hyndman, Fin Yang, Mitchell O'Hara-Wild | 8910 |
| thief: Temporal HIErarchical Forecasting | The R package thief provides methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach. | Rob J Hyndman | 8598 |
| fable | Forecasting Models for Tidy Time Series | Mitchell O'Hara-Wild, Rob J Hyndman | 7932 |
| distributional | Vectorised distribution objects with tools for manipulating, visualising, and using probability distributions | Mitchell O'Hara-Wild | 7538 |
| feasts | Feature Extraction and Statistics for Time Series | Mitchell O'Hara-Wild, Rob J Hyndman | 7049 |