TSSS (1.2.4)

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Time Series Analysis with State Space Model.


Functions for statistical analysis, modeling and simulation of time series with state space model, based on the methodology in Kitagawa (1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).

Maintainer: Masami Saga
Author(s): The Institute of Statistical Mathematics, based on the program by Genshiro Kitagawa

License: GPL (>= 2)

Uses: Does not use any package

Released 10 months ago.

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