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