https://github.com/cran/dse
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Tip revision: 31cef0e0275ede7907563f5514dbec6900345dd6 authored by Paul Gilbert on 17 October 2008, 09:44:22 UTC
version 2008.10-1
Tip revision: 31cef0e
DESCRIPTION
Package: dse
Version: 2020.2-1
Title: Dynamic Systems Estimation (Time Series Package)
Description: Tools for multivariate, linear, time-invariant,
	time series models. This 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 representation 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), tfplot
Imports: tframe (>= 2007.5-3), stats, utils, graphics, grDevices,
        setRNG (>= 2004.4-1)
LazyLoad: yes
License: GPL-2
Copyright: 1993-1996,1998-2011 Bank of Canada. 1997,2012-2014 Paul
        Gilbert
Author: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Maintainer: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
URL: http://tsanalysis.r-forge.r-project.org/
NeedsCompilation: yes
Packaged: 2020-02-07 02:52:43 UTC; paul
Repository: CRAN
Date/Publication: 2020-02-26 07:10:02 UTC
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