complex package for R

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Time series analysis and forecasting using complex variables

hex-sticker of the complex package for R
hex-sticker of the complex package for R

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”, which is to be published by Springer in 2024.


Stable version can be installed from CRAN:


For installation from github use the remotes package:

if (!require("remotes")){install.packages("remotes")}