A glm-like formula language to define dynamic generalized linear models (state space models). Includes functions for Kalman filtering and smoothing. Read help(sspir) to get started.
| Version: | 0.2.3 |
| Depends: | R (≥ 2.1.0), MASS, mvtnorm |
| Date: | 2006-09-29 |
| Author: | Claus Dethlefsen and Søren Lundbye-Christensen |
| Maintainer: | Claus Dethlefsen <cld at rn.dk> |
| License: | GPL version 2 or newer |
| URL: | http://www.math.aau.dk/~dethlef/sspir |
| CRAN checks: | sspir results |
Downloads:
| Package source: | sspir_0.2.3.tar.gz |
| MacOS X binary: | sspir_0.2.3.tgz |
| Windows binary: | sspir_0.2.3.zip |
| Reference manual: | sspir.pdf |
| Old sources: | sspir archive |