Package: statespacer 0.5.0

Dylan Beijers

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:Dylan Beijers [aut, cre]

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'))

Peer review:

Bug tracker:https://github.com/dylanb95/statespacer/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

openblascppopenmp

3.27 score 37 scripts 595 downloads 5 exports 4 dependencies

Last updated 2 years agofrom:98b4c052de. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 25 2024
R-4.5-linux-x86_64OKNov 25 2024

Exports:BlockMatrixCholeskyCoeffARMASimSmootherstatespacer

Dependencies:rbibutilsRcppRcppArmadilloRdpack

Dictionary of statespacer

Rendered fromdictionary.Rmdusingknitr::rmarkdownon Nov 25 2024.

Last update: 2020-11-19
Started: 2020-05-16

Fitting ARIMA models with statespacer

Rendered fromboxjenkins.Rmdusingknitr::rmarkdownon Nov 25 2024.

Last update: 2023-01-27
Started: 2020-05-16

Introduction to statespacer

Rendered fromintro.Rmdusingknitr::rmarkdownon Nov 25 2024.

Last update: 2020-11-19
Started: 2020-05-16

Specify it yourself!

Rendered fromselfspec.Rmdusingknitr::rmarkdownon Nov 25 2024.

Last update: 2023-01-27
Started: 2020-05-16

statespacer applied to UK Road Deaths

Rendered fromseatbelt.Rmdusingknitr::rmarkdownon Nov 25 2024.

Last update: 2020-07-13
Started: 2020-05-16