R Observatory: Metrics for autostsm version 3.1.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

autostsm

3.1.5Package record

Automatic Structural Time Series Models

0packages depend

9.3Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Alex HubbardCRAN page ↗

Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components, plus optionality for structural interpolation, using the Kalman filter. Koopman, Siem Jan and Marius Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models" doi:10.1093/oxfordhb/9780195398649.013.0006. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" doi:10.7551/mitpress/6444.001.0001 http://econ.korea.ac.kr/~cjkim/.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("autostsm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-autostsm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-autostsm

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-autostsm

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 2.2 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 3.1.5

READMEYes · 190 wordsVignettesYes · 1 · staticNEWSYes · 100% structured · mentions 3.1.5Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 31 (1 internal)includes a package overview page
Examples that run: 0%13 never run
Exported functions with examples: 100%
Documented parameters: 99%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (1)

Automatic Structural Time Series Model HTML

How these are measured

Downloads

9.3K

CRAN downloads in the past year

Rank #4,349 · ~25/day · ~773/mo

Releases R versions

Daily download trend is not available in this view yet.

73930 days

2K90 days

9.3K1 year

Compare downloads with other packages →

Also on113 r2u20 autocran84 c2d4u

How downloads are counted

Dependencies

Declared dependencies

17 external dependencies (excludes base and recommended)

Installing autostsm adds 48 packages (23 with compiled code, 32 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, colorspace 2.0 MB.

Depends (1)

R >= 3.5.0

Imports (15)

maxLik forecast lubridate ggplot2 gridExtra strucchange foreach doSNOWparallellmtest ggrepel progress sandwich data.table kalmanfilter (>= 2.0.1)

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Alex Hubbard

Author, Maintainer since 1.0 (2021)

Releases (22)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
3.1.5Latest
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2024-06-05 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
3.1.4
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2024-03-08 · diff ↗
3.1.3
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2024-02-09 · diff ↗
3.1.2
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2023-09-25 · diff ↗
R
R 4.3.0 released · 2023-04-21
3.1.0
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2023-03-05 · diff ↗
3.0.4
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2023-02-23 · diff ↗
3.0.3
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2022-09-23 · diff ↗
3.0.2
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2022-09-02 · diff ↗
3.0.1
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2022-06-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
3.0.0
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2022-02-01 · diff ↗
2.1.1
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2022-01-07 · diff ↗

Show 13 earlier eventsHide 13 earlier events

2.1
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2021-12-02 · diff ↗
2.0
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2021-11-08 · diff ↗ ·
added 1 export
stsm_filter
1.6
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2021-08-12 · diff ↗
1.5
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2021-07-06 · diff ↗
1.4
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2021-06-09 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.3
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2021-05-04 · diff ↗
1.2.2
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2021-04-07 · diff ↗
1.2.1
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2021-03-02 · diff ↗
1.2
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2021-02-05 · diff ↗
1.1
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2021-01-20 · diff ↗
1.0
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2021-01-15
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2021-01-15
Total releases: 22 / 5 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 34 KB / 6 files
Download size: 133 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("autostsm")

Format

Hubbard, A. (2024). autostsm: Automatic Structural Time Series Models (Version 3.1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.autostsm

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for autostsm version 3.1.5 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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