stsm (1.9)

Structural Time Series Models.

http://jalobe.com
http://cran.r-project.org/web/packages/stsm

Fit the basic structural time series model by maximum likelihood.

Maintainer: Javier L?pez-de-Lacalle
Author(s): Javier Lpez-de-Lacalle <javlacalle@yahoo.es>

License: GPL-2

Uses: KFKSDS, mvtnorm, numDeriv

Released about 3 years ago.