State Space Modelling in 'R'


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Documentation for package ‘statespacer’ version 0.5.0

Help Pages

BlockMatrix Combine Matrices into a Block Diagonal Matrix
Cholesky Construct a Valid Variance - Covariance Matrix
CoeffARMA Transform arbitrary matrices into ARMA coefficient matrices
FedYieldCurve Federal Reserve Interest Rates
predict.statespacer State Space Model Forecasting
SimSmoother Generating Random Samples using the Simulation Smoother
statespacer State Space Model Fitting