rucm: Implementation of Unobserved Components Model (UCM)

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: 0.6
Depends: KFAS
Suggests: knitr
Published: 2015-11-06
Author: Kaushik Roy Chowdhury
Maintainer: Kaushik Roy Chowdhury <kaushikrch at gmail.com>
BugReports: https://github.com/kaushikrch/rucm/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: rucm results

Downloads:

Reference manual: rucm.pdf
Vignettes: Unobserved Component Models in R
Package source: rucm_0.6.tar.gz
Windows binaries: r-devel: rucm_0.6.zip, r-release: rucm_0.6.zip, r-oldrel: rucm_0.6.zip
OS X El Capitan binaries: r-release: rucm_0.6.tgz
OS X Mavericks binaries: r-oldrel: rucm_0.6.tgz
Old sources: rucm archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=rucm to link to this page.