https://github.com/cran/dse
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Tip revision: 69c8d344d69fc70f001c8b631223f200452ca0b8 authored by Paul Gilbert on 28 November 2011, 11:59:58 UTC
version 2011.11-2
Tip revision: 69c8d34
DESCRIPTION
Package: dse
Title: Dynamic Systems Estimation (time series package)
Description: Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representaion is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.
Depends: R (>= 2.5.0), tframe (>= 2007.5-3), setRNG (>= 2004.4-1)
Version: 2011.11-2
LazyLoad: yes
License: GPL-2 | file LICENSE
Author: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Maintainer: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
URL: http://tsanalysis.r-forge.r-project.org/
Repository: CRAN
Repository/R-Forge/Project: tsanalysis
Repository/R-Forge/Revision: 74
Date/Publication: 2011-11-28 11:59:58
Packaged: 2011-11-17 22:02:20 UTC; rforge
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