stsm: Structural Time Series Models

This package provides algorithms to fit structural time series models by maximum likelihood.

Version: 1.3
Depends: R (≥ 3.0.0)
Imports: KFKSDS, parallel, stats, stsm.class
Suggests: mvtnorm, numDeriv
Published: 2014-05-30
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: stsm results

Downloads:

Reference manual: stsm.pdf
Package source: stsm_1.3.tar.gz
Windows binaries: r-devel: stsm_1.3.zip, r-release: stsm_1.3.zip, r-oldrel: stsm_1.3.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: not available
Old sources: stsm archive

Reverse dependencies:

Reverse imports: tsoutliers