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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0.4.0 by Dylan Beijers, 2 months 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