A tool that makes estimating models in state space form a breeze. See "Time Series Analysis by State Space Methods" by Durbin and Koopman (2012, ISBN: 978-0-19-964117-8) for details about the algorithms implemented.
| Version: | 0.5.0 |
| Depends: | R (≥ 3.6) |
| Imports: | Rdpack, stats, Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | datasets, graphics, knitr, numDeriv (≥ 2016.8-1.1), optimx (≥ 2020-4.2), rmarkdown |
| Published: | 2023-01-27 |
| DOI: | 10.32614/CRAN.package.statespacer |
| Author: | Dylan Beijers [aut, cre] |
| Maintainer: | Dylan Beijers <dylanbeijers at gmail.com> |
| BugReports: | https://github.com/DylanB95/statespacer/issues/ |
| License: | MIT + file LICENSE |
| URL: | https://DylanB95.github.io/statespacer/, https://github.com/DylanB95/statespacer/ |
| NeedsCompilation: | yes |
| Citation: | statespacer citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | statespacer results |
| Reference manual: | statespacer.html , statespacer.pdf |
| Vignettes: |
Fitting ARIMA models with statespacer (source, R code) Dictionary of statespacer (source, R code) Introduction to statespacer (source, R code) statespacer applied to UK Road Deaths (source, R code) Specify it yourself! (source, R code) |
| Package source: | statespacer_0.5.0.tar.gz |
| Windows binaries: | r-devel: statespacer_0.5.0.zip, r-release: statespacer_0.5.0.zip, r-oldrel: statespacer_0.5.0.zip |
| macOS binaries: | r-release (arm64): statespacer_0.5.0.tgz, r-oldrel (arm64): statespacer_0.5.0.tgz, r-release (x86_64): statespacer_0.5.0.tgz, r-oldrel (x86_64): statespacer_0.5.0.tgz |
| Old sources: | statespacer archive |
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