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).

Package details

AuthorThe Institute of Statistical Mathematics, based on the program by Genshiro Kitagawa
MaintainerMasami Saga <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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TSSS documentation built on May 2, 2019, 8:29 a.m.