statespacer: State Space Modelling in 'R' (original) (raw)
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 |
| BugReports: | https://github.com/DylanB95/statespacer/issues/ |
| License: | MIT + file |
| 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 |
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