stsm: Structural Time Series Models

Fit the basic structural time series model by maximum likelihood.

Version: 1.9
Depends: R (≥ 3.0.0)
Imports: KFKSDS, methods, parallel, stats
Suggests: mvtnorm, numDeriv
Published: 2016-10-23
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at>
License: GPL-2
NeedsCompilation: yes
Materials: NEWS
In views: TimeSeries
CRAN checks: stsm results


Reference manual: stsm.pdf
Vignettes: stsm-intro
Package source: stsm_1.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: stsm_1.7.tgz, r-oldrel: stsm_1.7.tgz
Old sources: stsm archive

Reverse dependencies:

Reverse imports: tsoutliers
Reverse suggests: KFKSDS


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