TSSS: Time Series Analysis with State Space Model

Functions for statistical analysis, modeling and simulation of time series with state space model, based on the methodology in Kitagawa (2020, ISBN: 978-0-367-18733-0).

Package details

AuthorYoshinori Kawasaki [aut, cre], Junji Nakano [aut], Masami Saga [aut], The Institute of Statistical Mathematics [cph, fnd]
MaintainerYoshinori Kawasaki <kawasaki@ism.ac.jp>
LicenseGPL (>= 2)
Version1.3.4-7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TSSS")

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TSSS documentation built on April 10, 2026, 9:07 a.m.