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.

Version: 0.4.0
Depends: R (≥ 3.6)
Imports: Rdpack, stats, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: datasets, graphics, knitr, numDeriv (≥ 2016.8-1.1), optimx (≥ 2020-4.2), rmarkdown, YieldCurve (≥ 4.1)
Published: 2020-11-19
Author: Dylan Beijers [aut, cre]
Maintainer: Dylan Beijers <dylanbeijers at>
License: MIT + file LICENSE
NeedsCompilation: yes
Citation: statespacer citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: statespacer results


Reference manual: statespacer.pdf
Vignettes: Fitting ARIMA models with statespacer
Dictionary of statespacer
Introduction to statespacer
statespacer applied to UK Road Deaths
Specify it yourself!
Package source: statespacer_0.4.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: statespacer_0.4.0.tgz, r-oldrel: statespacer_0.4.0.tgz
Old sources: statespacer archive


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