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.

1.2.4 by Masami Saga, 2 months ago

Browse source code at https://github.com/cran/TSSS

Authors: The Institute of Statistical Mathematics , based on the program by Genshiro Kitagawa

Documentation: PDF Manual

GPL (>= 2) license

Imports graphics

Depends on datasets, stats

Suggests utils

See at CRAN