sspir (0.2.10)

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State Space Models in R.

A glm-like formula language to define dynamic generalized linear models (state space models). Includes functions for Kalman filtering and smoothing. Estimation of variance matrices can be performed using the EM algorithm in case of Gaussian models. Read help(sspir) to get started.

Maintainer: Claus Dethlefsen
Author(s): Claus Dethlefsen, \enc{Søren}{Soren} Lundbye-Christensen and Anette Luther Christensen

License: GPL (>= 2)

Uses: KFAS, MASS, Matrix, mvtnorm
Reverse depends: Peak2Trough
Reverse suggests: dlmodeler

Released over 7 years ago.

4 previous versions



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