A glm-like formula language to define dynamic generalized
linear models (state space models). Includes functions for
Kalman filtering and smoothing. Estimation of variance matrices
can be performed using the EM algorithm in case of Gaussian
models. Read help(sspir) to get started.
| Version: |
0.2.10 |
| Depends: |
R (≥ 2.15.1), MASS, mvtnorm, KFAS, Matrix |
| Published: |
2012-08-02 |
| Author: |
Claus Dethlefsen, \enc{Søren}{Soren} Lundbye-Christensen and
Anette Luther Christensen |
| Maintainer: |
Claus Dethlefsen <cld at rn.dk> |
| License: |
GPL (≥ 2) |
| NeedsCompilation: |
no |
| CRAN checks: |
sspir results |