CRAN/E | TSSS

TSSS

Time Series Analysis with State Space Model

Installation

About

Functions for statistical analysis, modeling and simulation of time series with state space model, based on the methodology in Kitagawa (2020, ISBN: 978-0-367-18733-0).

Key Metrics

Version 1.3.1
R ≥ 3.6
Published 2021-01-07 805 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks TSSS results

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Maintainer

Maintainer

Masami Saga

msaga@mtb.biglobe.ne.jp

Authors

The Institute of Statistical Mathematics
based on the program by Genshiro Kitagawa

Contacts

Bug report mailing list

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

TSSS archive

Depends

R ≥ 3.6
datasets
stats

Imports

graphics

Suggests

utils