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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).
Package details |
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Author | The Institute of Statistical Mathematics, based on the program by Genshiro Kitagawa |
Maintainer | Masami Saga <[email protected]> |
License | GPL (>= 2) |
Version | 1.2.4 |
Package repository | View on CRAN |
Installation |
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