CRAN/E | statespacer

statespacer

State Space Modelling in 'R'

Installation

About

A tool that makes estimating models in state space form a breeze. See "Time Series Analysis by State Space Methods" by Durbin and Koopman (2012, ISBN: 978-0-19-964117-8) for details about the algorithms implemented.

Citation statespacer citation info
DylanB95.github.io/statespacer/
github.com/DylanB95/statespacer/
Bug report File report

Key Metrics

Version 0.5.0
R ≥ 3.6
Published 2023-01-27 464 days ago
Needs compilation? yes
License MIT
License File
CRAN checks statespacer results

Downloads

Yesterday 5 -50%
Last 7 days 95 -14%
Last 30 days 345 -3%
Last 90 days 1.090 -24%
Last 365 days 4.992 +4%

Maintainer

Maintainer

Dylan Beijers

dylanbeijers@gmail.com

Authors

Dylan Beijers

aut / cre

Material

NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

Fitting ARIMA models with statespacer
Dictionary of statespacer
Introduction to statespacer
statespacer applied to UK Road Deaths
Specify it yourself!

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

statespacer archive

Depends

R ≥ 3.6

Imports

Rdpack
stats
Rcpp

Suggests

datasets
graphics
knitr
numDeriv ≥ 2016.8-1.1
optimx ≥ 2020-4.2
rmarkdown

LinkingTo

Rcpp
RcppArmadillo