stsm: Structural Time Series Models

Fit the basic structural time series model by maximum likelihood.

Version: 1.7
Depends: R (≥ 3.0.0), methods
Imports: KFKSDS, parallel, stats
Suggests: mvtnorm, numDeriv
Published: 2015-01-26
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

Downloads:

Reference manual: stsm.pdf
Vignettes: stsm-intro
Package source: stsm_1.7.tar.gz
Windows binaries: r-devel: stsm_1.7.zip, r-release: stsm_1.7.zip, r-oldrel: stsm_1.7.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: stsm_1.7.tgz
Old sources: stsm archive

Reverse dependencies:

Reverse imports: tsoutliers
Reverse suggests: KFKSDS