Open Source Software

With R apparently becoming the 5th most popular programming language in 2016, it is great to be part of such an amazing open source community. Check out my free software packages—they are build with love!


Class-Agnostic Time Series in R

tsbox makes life with R’s time series classes easier, and is now on CRAN.

The R ecosystem knows a vast number of time series standards. Instead of creating the ultimate 15th time series class, tsbox provides a set of tools that are agnostic towards the existing standards. The tools also allow you to handle time series as plain data frames, thus making it easy to deal with time series in a dplyr or data.table workflow.

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R-interface to X-13ARIMA-SEATS

seasonal is an easy-to-use and full-featured R-interface to X-13ARIMA-SEATS, the latest seasonal adjustment software from the United States Census Bureau.

seasonal offers full access to almost all options and outputs of X-13, including X-11 and SEATS, automatic ARIMA model search, outlier detection and support for user defined holiday variables, such as Chinese New Year or Indian Diwali. It also includes a Shiny-based graphical user interface.

There is an online demo site for seasonal. You can upload and adjust your own time series. No software installation is needed.

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Pre-Built X-13 Binaries

Thanks to x13binary, seasonal can now be installed like any other CRAN package and does no longer require a separate download of the X-13 binary files.

This package provides an installer for R to access prebuilt binaries of X-13ARIMA-SEATS from the sibbling repository x13prebuilt. This allows for fully automated installation of seasonal, which opens the door for effortless deployment of powerful deasonalization.



Temporal Disaggregation

tempdisagg is a collection of methods for temporal disaggregation of time series. It can be used to convert a low frequency time series to a higher frequency, while either the sum, the average, the first or the last value of the resulting high frequency series is consistent with the low frequency series.

Our article in the R-Journal describes the package and the theory of temporal disaggregation in more detail.



RStudio Experience in Sublime Text

As a big fan and daily user of the Sublime Text text editor, I wrote a small experimental Python plug-in to bring some of RStudio's goodies to Sublime Text.

With SublimeStudio, you can use the same shortcuts as in RStudio to build, document and test your package as you are used from your work with the popular R IDE. At the same time, you can enjoy the power of one of the best text editors.

On Github

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