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 Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=statespacer to link to this page.
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