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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 (1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).
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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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