Package: statespacer 0.5.0

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.

Authors:Dylan Beijers [aut, cre]

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statespacer.pdf |statespacer.html✨
statespacer/json (API)
NEWS

# Install 'statespacer' in R:
install.packages('statespacer', repos = c('https://dylanb95.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/dylanb95/statespacer/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

On CRAN:

cppdynamic-linear-modelforecastinggaussian-modelskalman-filtermathematical-modellingstate-spacestatistical-inferencestatistical-modelsstructural-analysistime-series

5 exports 15 stars 1.77 score 4 dependencies 37 scripts 381 downloads

Last updated 2 years agofrom:2e7affcece. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-win-x86_64OKSep 08 2024
R-4.5-linux-x86_64OKSep 08 2024
R-4.4-win-x86_64OKSep 08 2024
R-4.4-mac-x86_64OKSep 08 2024
R-4.4-mac-aarch64OKSep 08 2024
R-4.3-win-x86_64OKSep 08 2024
R-4.3-mac-x86_64OKSep 08 2024
R-4.3-mac-aarch64OKSep 08 2024

Exports:BlockMatrixCholeskyCoeffARMASimSmootherstatespacer

Dependencies:rbibutilsRcppRcppArmadilloRdpack

Dictionary of statespacer

Rendered fromdictionary.Rmdusingknitr::rmarkdownon Sep 08 2024.

Last update: 2020-11-01
Started: 2020-04-24

Fitting ARIMA models with statespacer

Rendered fromboxjenkins.Rmdusingknitr::rmarkdownon Sep 08 2024.

Last update: 2023-01-27
Started: 2020-04-28

Introduction to statespacer

Rendered fromintro.Rmdusingknitr::rmarkdownon Sep 08 2024.

Last update: 2020-09-15
Started: 2020-04-23

Specify it yourself!

Rendered fromselfspec.Rmdusingknitr::rmarkdownon Sep 08 2024.

Last update: 2023-01-27
Started: 2020-05-05

statespacer applied to UK Road Deaths

Rendered fromseatbelt.Rmdusingknitr::rmarkdownon Sep 08 2024.

Last update: 2020-06-29
Started: 2020-04-25