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 (1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).

Version: 1.2.4
Depends: R (≥ 3.4.0), datasets, stats
Imports: graphics
Suggests: utils
Published: 2019-04-22
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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: TSSS results

Downloads:

Reference manual: TSSS.pdf
Package source: TSSS_1.2.4.tar.gz
Windows binaries: r-devel: TSSS_1.2.4.zip, r-release: TSSS_1.2.4.zip, r-oldrel: TSSS_1.2.4.zip
macOS binaries: r-release: TSSS_1.2.4.tgz, r-oldrel: TSSS_1.2.4.tgz
Old sources: TSSS archive

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