Time series analysis library

A developer used GPT 5.6 Sol to create a time series analysis library in Fortran by translating 48 R packages, with plans to add more from R and other languages. The library includes a program for automatic model selection for univariate time series that loops over many implemented models, and licenses of the original R packages are preserved. The developer noted that coding algorithms has become almost free, with the main tasks now being verification and organization.

I used the excellent GPT 5.6 Sol to create a library for time series analysis in Fortran by translating 48 R packages and plan to add more from R and other languages. If you download the source and documentation for an R package from GitHub, Sol can quickly translate it to modern Fortran. It can also compare the capabilities of the package against what already exists in the library and only translate distinct algorithms. Licenses of the R package are preserved. Coding algorithms has become almost free, and the main tasks now are verifying and organizing them. There is a program for automatic model selection for univariate time series that loops over many of the implemented models. As @certik https://fortran-lang.discourse.group/u/certik suggested, we can translate SciPy back to Fortran. Related projects are