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 perfomred using the EM algorithm in case of Gaussian models. Read help(sspir) to get started.
| Version: | 0.2.8 |
| Depends: | R (≥ 2.1.0), MASS, mvtnorm |
| Published: | 2009-11-19 |
| Author: | Claus Dethlefsen, Soren Lundbye-Christensen and Anette Luther Christensen |
| Maintainer: | Claus Dethlefsen <cld at rn.dk> |
| License: | GPL (≥ 2) |
| URL: | http://www.math.aau.dk/~dethlef/sspir |
| CRAN checks: | sspir results |
| Package source: | sspir_0.2.8.tar.gz |
| MacOS X binary: | sspir_0.2.8.tgz |
| Windows binary: | sspir_0.2.8.zip |
| Reference manual: | sspir.pdf |
| Old sources: | sspir archive |