stsm: Structural Time Series Models

Fit the basic structural time series model by maximum likelihood.

Version: 1.9
Depends: R (≥ 3.0.0)
Imports: KFKSDS, methods, parallel, stats
Suggests: mvtnorm, numDeriv
Published: 2016-10-23
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
URL: http://jalobe.com
NeedsCompilation: yes
Materials: NEWS
In views: TimeSeries
CRAN checks: stsm results

Documentation:

Reference manual: stsm.pdf
Vignettes: stsm-intro

Downloads:

Package source: stsm_1.9.tar.gz
Windows binaries: r-devel: stsm_1.9.zip, r-release: stsm_1.9.zip, r-oldrel: stsm_1.9.zip
macOS binaries: r-release (arm64): stsm_1.9.tgz, r-oldrel (arm64): stsm_1.9.tgz, r-release (x86_64): stsm_1.9.tgz, r-oldrel (x86_64): stsm_1.9.tgz
Old sources: stsm archive

Reverse dependencies:

Reverse suggests: KFKSDS

Linking:

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