chrishaug/dkss: State-Space Models Following Durbin & Koopman
A package built for self-study purposes and which roughly follows the textbook "Time Series Analysis by State Space Methods" by Durbin & Koopman. There are several other more fully-featured packages on CRAN which compete in this space and you should probably use them instead at this time.
Getting started
Browse package contents
Package details |
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| Author | Christian Haug-Johansen |
| Maintainer | Christian Haug-Johansen <christian.hj@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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