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).
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Masami Saga, 2 days ago
Browse source code at
The Institute of Statistical Mathematics
based on the program by
GPL (>= 2)
Depends on datasets, stats
See at CRAN