State Space Modelling in 'R'

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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install.packages("statespacer")

0.3.0 by Dylan Beijers, a month ago


https://DylanB95.github.io/statespacer, https://github.com/DylanB95/statespacer


Report a bug at https://github.com/DylanB95/statespacer/issues


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


Authors: Dylan Beijers [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


MIT + file LICENSE license


Imports Rdpack, stats, Rcpp

Suggests datasets, graphics, knitr, numDeriv, optimx, rmarkdown, YieldCurve

Linking to Rcpp, RcppArmadillo


See at CRAN