Comprehensive analysis and forecasting of univariate time series using automatic unobserved components models and algorithms. Harvey, AC (1989) <doi:10.1017/CBO9781107049994>. Pedregal, DJ and Young PC (2002) <doi:10.1002/9780470996430>. Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Version: | 1.1 |
Depends: | Rcpp (≥ 1.0.3) |
Imports: | stats |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2020-07-01 |
Author: | Diego J. Pedregal |
Maintainer: | Diego J. Pedregal <Diego.Pedregal at uclm.es> |
License: | GPL-3 |
NeedsCompilation: | yes |
In views: | TimeSeries |
CRAN checks: | UComp results |
Reference manual: | UComp.pdf |
Package source: | UComp_1.1.tar.gz |
Windows binaries: | r-devel: UComp_1.1.zip, r-release: UComp_1.1.zip, r-oldrel: UComp_1.1.zip |
macOS binaries: | r-release: UComp_1.1.tgz, r-oldrel: UComp_1.1.tgz |
Old sources: | UComp archive |
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