State Space Models in R
We give an overview of some of the software tools available in R, either as built- in functions or contributed packages, for the analysis of state space models. Several illustrative examples are included, covering constant and time-varying models for both univariate and multivariate time series. Max...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Foundation for Open Access Statistics
2011-05-01
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| Serier: | Journal of Statistical Software |
| Fag: | |
| Online adgang: | http://www.jstatsoft.org/v41/i04/paper |
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