DylanB95/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.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.5.0 |
| URL | https://DylanB95.github.io/statespacer/ https://github.com/DylanB95/statespacer/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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