CRAN/E | UComp

UComp

Automatic Unobserved Components Models

Installation

About

Comprehensive analysis and forecasting of univariate time series using automatic unobserved components models and algorithms. Pedregal, DJ (2022) doi:10.18637/jss.v103.i09, Harvey, AC (1989) doi:10.1017/CBO9781107049994. Pedregal, DJ and Young PC (2002) doi:10.1002/9780470996430. Durbin J and Koopman SJ (2012) doi:10.1093/acprof:oso/9780199641178.001.0001.

Citation UComp citation info

Key Metrics

Version 2.2.3
R ≥ 2.10
Published 2022-08-17 218 days ago
Needs compilation? yes
License GPL-3
CRAN checks UComp results

Downloads

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Last 7 days 38 -43%
Last 30 days 132 +5%
Last 90 days 515 -48%
Last 365 days 4.079 -34%

Maintainer

Maintainer

Diego J. Pedregal

Diego.Pedregal@uclm.es

Authors

Diego J. Pedregal

aut / cre

Material

ChangeLog
Reference manual
Package source

In Views

TimeSeries

Vignettes

Spanish Industrial Production Index with UComp

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

UComp archive

Depends

Rcpp ≥ 1.0.3
R ≥ 2.10

Imports

stats

Suggests

knitr
rmarkdown

LinkingTo

Rcpp
RcppArmadillo