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).
- Version1.3.4-5
- R version≥ 3.6 datasets
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release09/29/2023
Documentation
Team
The Institute of Statistical Mathematics, based on the program by Genshiro Kitagawa
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