composits: Compositional, Multivariate and Univariate Time Series Outlier Ensemble

A compositional, multivariate and univariate time series outlier ensemble. It uses the four R packages 'forecast', 'tsoutliers', 'otsad' and 'anomalize' to detect time series outliers (Kandanaarachchi, Menendez 2020) <doi:10.13140/RG.2.2.32217.95845>.

Version: 0.1.1
Depends: R (≥ 3.4.0)
Imports: otsad, tsoutliers, forecast, anomalize, dplyr, tibble, rlang, pracma, dobin, ICS, fastICA, gridExtra, grid, ggplot2, tidyr, kableExtra
Suggests: knitr, rmarkdown, tourr, stringr, broom, maptools
Published: 2022-05-24
Author: Sevvandi Kandanaarachchi ORCID iD [aut, cre], Patricia Menendez ORCID iD [aut], Ursula Laa ORCID iD [aut], Ruben Loaiza-Maya ORCID iD [aut]
Maintainer: Sevvandi Kandanaarachchi <sevvandik at>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: composits results


Reference manual: composits.pdf
Vignettes: composits


Package source: composits_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): composits_0.1.1.tgz, r-oldrel (arm64): composits_0.1.1.tgz, r-release (x86_64): composits_0.1.1.tgz, r-oldrel (x86_64): composits_0.1.1.tgz
Old sources: composits archive


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