statespacer: State Space Modelling in 'R'

A tool that makes estimating models in state space form a breeze. See "Time Series Analysis by State Space Methods" by Durbin and Koopman (2012, ISBN: 978-0-19-964117-8) for details about the algorithms implemented.

Package details

AuthorDylan Beijers [aut, cre]
MaintainerDylan Beijers <dylanbeijers@gmail.com>
LicenseMIT + file LICENSE
Version0.5.0
URL https://DylanB95.github.io/statespacer/ https://github.com/DylanB95/statespacer/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("statespacer")

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statespacer documentation built on Feb. 16, 2023, 9:48 p.m.