TSSS: 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 (2020, ISBN: 978-0-367-18733-0).

Version: 1.3.1
Depends: R (≥ 3.6), datasets, stats
Imports: graphics
Suggests: utils
Published: 2021-01-07
Author: The Institute of Statistical Mathematics, based on the program by Genshiro Kitagawa
TSSS author details
Maintainer: Masami Saga <msaga at mtb.biglobe.ne.jp>
Contact: Bug report mailing list <ismrp@jasp.ism.ac.jp>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: TSSS results

Documentation:

Reference manual: TSSS.pdf

Downloads:

Package source: TSSS_1.3.1.tar.gz
Windows binaries: r-devel: TSSS_1.3.1.zip, r-release: TSSS_1.3.1.zip, r-oldrel: TSSS_1.3.1.zip
macOS binaries: r-release (arm64): TSSS_1.3.1.tgz, r-oldrel (arm64): TSSS_1.3.1.tgz, r-release (x86_64): TSSS_1.3.1.tgz, r-oldrel (x86_64): TSSS_1.3.1.tgz
Old sources: TSSS archive

Linking:

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