Functions for statistical analysis, modeling and simulation of time
series with state space model, based on the methodology in Kitagawa
(1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Masami Saga, 2 months ago
Browse source code at
The Institute of Statistical Mathematics
based on the program by
GPL (>= 2)
Depends on datasets, stats
See at CRAN