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

AuthorThe Institute of Statistical Mathematics, based on the program by Genshiro Kitagawa
MaintainerMasami Saga <msaga@mtb.biglobe.ne.jp>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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TSSS documentation built on Jan. 13, 2021, 7:33 a.m.