dse
2020.2-1Dynamic Systems Estimation (Time Series Package)
Overview
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.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 92%
- References docs
- 16%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
60 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.4.0 released · 2024-04-24
- archivedRemoved from CRAN2024-03-02issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 2020.2-12020-02-26 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 2015.12-12015-12-16 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 2014.11-12014-11-25 · diff ↗
- 2004.3-12014-11-25 · diff ↗
- 2003.9-12014-11-25 · diff ↗
Show 74 earlier events
- 2003.6-12014-11-25 · diff ↗
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- 2001.10-12014-11-25 · diff ↗
- 2000.9-12014-11-25 · diff ↗
- 2000.12-12014-11-25 · diff ↗
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 3.0.02013-03-07 · diff ↗
- 2013.3-22013-03-07 · diff ↗
- 2012.6-12012-09-20 · diff ↗
- 2.15.22012-08-14 · diff ↗
- 2012.4-12012-05-02 · diff ↗
- 2.15.12012-04-12 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 2011.11-22011-11-28 · diff ↗
- 2.14.12011-11-17 · diff ↗
- 2011.11-12011-11-03 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- 2011.3-12011-03-23 · diff ↗
- 2.13.02011-03-14 · diff ↗
- 2009.12-12011-01-20 · diff ↗
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- 2.10.12009-12-01 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 2009.10-22009-10-18 · diff ↗
- 2.10.02009-10-14 · diff ↗
- 2009.10-12009-10-13 · diff ↗
- 2009.7-12009-07-26 · diff ↗
- 2.9.22009-07-25 · diff ↗
- RR 2.9.0 released · 2009-04-17
- RR 2.8.0 released · 2008-10-20
- 2008.10-12008-10-17 · diff ↗
- 2.8.02008-10-17 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 2007.11-12007-11-30 · diff ↗
- 2.6.22007-11-30 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 2007.7-12007-07-13 · diff ↗
- 2.6.02007-07-13 · diff ↗
- 2007.5-22007-05-11 · diff ↗
- 2.5.12007-05-11 · diff ↗
- 2007.5-12007-05-08 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 2006.10-12006-10-03 · diff ↗
- 2.4.02006-10-03 · diff ↗
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- 2006.4-12006-04-17 · diff ↗
- 2.3.02006-04-17 · diff ↗
- 2006.1-12006-01-10 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 2005.9-12005-09-09 · diff ↗
- 2.2.02005-09-09 · diff ↗
- 2005.6-12005-06-23 · diff ↗
- 2005.4-12005-04-27 · diff ↗
- 2.1.12005-04-27 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 2005.1-12005-01-03 · diff ↗
- 2.1.02005-01-03 · diff ↗
- 2004.10-12004-10-10 · diff ↗
- 2.0.12004-10-10 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 2004.4-12004-04-14 · diff ↗
- 2.0.02004-04-14
- RR 1.9.0 released · 2004-04-12
Package metadata
- Total releases
- 60
- License
- GPL-2 OSI
- Minimum R
- ≥ 2.5.0
- Bundled data
- 30 KB / 3 files
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet