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.
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click here to download the reference manual.
Dylan Beijers, 5 months ago
Report a bug at https://github.com/DylanB95/statespacer/issues/
Browse source code at
Dylan Beijers [aut, cre]
Time Series Analysis
MIT + file LICENSE
Imports Rdpack, stats, Rcpp
Suggests datasets, graphics, knitr, numDeriv, optimx, rmarkdown, YieldCurve
Linking to Rcpp, RcppArmadillo
See at CRAN