This package provides algorithms to fit structural time series models by maximum likelihood.
| Version: | 1.4 |
| Depends: | R (≥ 3.0.0) |
| Imports: | KFKSDS, parallel, stats, stsm.class |
| Suggests: | mvtnorm, numDeriv |
| Published: | 2014-07-27 |
| Author: | Javier López-de-Lacalle |
| Maintainer: | Javier López-de-Lacalle <javlacalle at yahoo.es> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | stsm results |
| Reference manual: | stsm.pdf |
| Package source: | stsm_1.4.tar.gz |
| Windows binaries: | r-devel: stsm_1.4.zip, r-release: stsm_1.4.zip, r-oldrel: stsm_1.4.zip |
| OS X Snow Leopard binaries: | r-release: not available, r-oldrel: not available |
| OS X Mavericks binaries: | r-release: not available |
| Old sources: | stsm archive |
| Reverse imports: | tsoutliers |