rucm: Implementation of Unobserved Components Model (UCM) in R

Unobserved Components Models (introduced in Harvey, A. (1989), Forecasting, structural time series models and the Kalman filter, Cambridge New York: Cambridge University Press) decomposes a time series into components such as trend, seasonal, cycle, and the regression effects due to predictor series which captures the salient features of the series to predict its behavior.

Version: 0.4
Depends: KFAS
Suggests: knitr
Published: 2014-09-07
Author: Kaushik Roy Chowdhury
Maintainer: Kaushik Roy Chowdhury <kaushikrch at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: rucm results

Downloads:

Reference manual: rucm.pdf
Vignettes: Unobserved Component Models in R
Package source: rucm_0.4.tar.gz
Windows binaries: r-devel: rucm_0.4.zip, r-release: rucm_0.4.zip, r-oldrel: rucm_0.4.zip
OS X Snow Leopard binaries: r-release: rucm_0.4.tgz, r-oldrel: rucm_0.4.tgz
OS X Mavericks binaries: r-release: rucm_0.4.tgz
Old sources: rucm archive