UComp: Automatic Unobserved Components Models

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 ORCID iD [aut, cre]
Maintainer: Diego J. Pedregal <Diego.Pedregal at uclm.es>
License: GPL-3
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: UComp results

Downloads:

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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