Package: statespacer 0.5.0
statespacer: State Space Modelling in 'R'
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.
Authors:
statespacer_0.5.0.tar.gz
statespacer_0.5.0.tar.gz(r-4.5-noble)statespacer_0.5.0.tar.gz(r-4.4-noble)
statespacer_0.5.0.tgz(r-4.4-emscripten)statespacer_0.5.0.tgz(r-4.3-emscripten)
statespacer.pdf |statespacer.html✨
statespacer/json (API)
NEWS
# Install 'statespacer' in R: |
install.packages('statespacer', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/dylanb95/statespacer/issues
Pkgdown:https://dylanb95.github.io
- FedYieldCurve - Federal Reserve Interest Rates
Last updated 2 years agofrom:98b4c052de. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 25 2024 |
R-4.5-linux-x86_64 | OK | Nov 25 2024 |
Exports:BlockMatrixCholeskyCoeffARMASimSmootherstatespacer
Dependencies:rbibutilsRcppRcppArmadilloRdpack
Dictionary of statespacer
Rendered fromdictionary.Rmd
usingknitr::rmarkdown
on Nov 25 2024.Last update: 2020-11-19
Started: 2020-05-16
Fitting ARIMA models with statespacer
Rendered fromboxjenkins.Rmd
usingknitr::rmarkdown
on Nov 25 2024.Last update: 2023-01-27
Started: 2020-05-16
Introduction to statespacer
Rendered fromintro.Rmd
usingknitr::rmarkdown
on Nov 25 2024.Last update: 2020-11-19
Started: 2020-05-16
Specify it yourself!
Rendered fromselfspec.Rmd
usingknitr::rmarkdown
on Nov 25 2024.Last update: 2023-01-27
Started: 2020-05-16
statespacer applied to UK Road Deaths
Rendered fromseatbelt.Rmd
usingknitr::rmarkdown
on Nov 25 2024.Last update: 2020-07-13
Started: 2020-05-16
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Combine Matrices into a Block Diagonal Matrix | BlockMatrix |
Construct a Valid Variance - Covariance Matrix | Cholesky |
Transform arbitrary matrices into ARMA coefficient matrices | CoeffARMA |
Federal Reserve Interest Rates | FedYieldCurve |
State Space Model Forecasting | predict.statespacer |
Generating Random Samples using the Simulation Smoother | SimSmoother |
State Space Model Fitting | statespacer |