UComp: Automatic Unobserved Components Models
Comprehensive analysis and forecasting of univariate time series using automatic unobserved components models and algorithms. Pedregal, DJ (2022) <doi:10.18637/jss.v103.i09>, 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: | 2.2.3 |
| Depends: | Rcpp (≥ 1.0.3), R (≥ 2.10) |
| Imports: | stats |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown |
| Published: | 2022-08-17 |
| Author: | Diego J. Pedregal 
[aut, cre] |
| Maintainer: | Diego J. Pedregal <Diego.Pedregal at uclm.es> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Citation: | UComp citation info |
| Materials: | ChangeLog |
| In views: | TimeSeries |
| CRAN checks: | UComp results |
Documentation:
| Reference manual: | UComp.pdf |
| Vignettes: |
Spanish Industrial Production Index with UComp |
Downloads:
| Package source: | UComp_2.2.3.tar.gz |
| Windows binaries: | r-devel: UComp_2.2.3.zip, r-release: UComp_2.2.3.zip, r-oldrel: UComp_2.2.3.zip |
| macOS binaries: | r-release (arm64): UComp_2.2.3.tgz, r-oldrel (arm64): UComp_2.2.3.tgz, r-release (x86_64): UComp_2.2.3.tgz, r-oldrel (x86_64): UComp_2.2.3.tgz |
| Old sources: | UComp archive |
Linking:
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