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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: 4000077031 and 2005, ISBN: 4000054554).
Package details 


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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