tsmodels/tsissm: Linear Innovations State Space Unobserved Components Model

Unobserved Components Model using the Linear Innovation State Space representation.

Getting started

Package details

Maintaineralexios galanos <alexios@4dscape.com>
LicenseGPL-2 | file LICENSE
Version0.3.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tsmodels/tsissm")
tsmodels/tsissm documentation built on June 22, 2022, 6:57 a.m.