TCSDecomp-package: Structrual time series decomposition using the Kalman filter

In opendoor-labs/TCSDecomp: Structrual time series decomposition using the Kalman filter

Description

Decomposition model is Y = T + C + S + e where Y is the data, T is the trend, C is the cycle, S is the seasonality, and e is the observation error.

Details

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This section should provide a more detailed overview of how to use the package, including the most important functions.

Author(s)

Alex Hubbard

Maintainer: Alex Hubbard <[e-mail]>

References

This optional section can contain literature or other references for background information.

See Also

Optional links to other man pages

Examples

  ## Optional simple examples of the most important functions
  ## Use \dontrun{} around code to be shown but not executed

opendoor-labs/TCSDecomp documentation built on April 21, 2020, 3:15 a.m.