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This package was removed from CRAN on 2024-03-02. Its history is shown below.
Reason: issues were not corrected in time
Details below reflect version 2020.2-1, its last release before removal.

dse

2020.2-1Package record

Dynamic Systems Estimation (Time Series Package)

0packages depend
–downloads / year
–test coverage
–flavors OK

Overview

About

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 checks

CRAN check results are not tracked yet.

Advisories

none known

Documentation

In release 2020.2-1
READMENoVignettesNoNEWSYes · 0% structuredCitation fileYes · cites a publicationWebsiteYes
Help pages
119 (7 internal)includes a package overview page
Examples that run
99%81 run in a plain check · 1 hold no code
Exported functions with examples
83%
Documented parameters
95%
Return-value docs
92%
Help pages citing references
16%

Also includes 7 demo scripts (run with demo())

Downloads

Daily download trend is not available in this view yet.
Also on270 r2u5 autocran1.8K conda_forge164 c2d4u

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (2)
R >= 2.5.0tfplot
Imports (6)
tframestatsutilsgraphicsgrDevicessetRNG
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)
Contributor

Maintainer since 2.0.0 (2004)

Listed in earlier versions (1)
'Paul Gilbert'.
no longer listed · 2000.9-1 to 2000.12-1
Releases (60)

Pick two releases to compare their code metrics.

  • R
    R 4.4.0 released · 2024-04-24
  • archivedRemoved from CRAN
    2024-03-02
    issues were not corrected in time
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 2020.2-1
    record
    2020-02-26 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 2015.12-1
    record
    2015-12-16 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 2014.11-1
    record
    2014-11-25 · diff ↗ ·
    added 137 exports
    DSEversion, .DSEflags, acf, McMillanDegree, stability, roots, addPlotRoots, observability, reachability, checkBalance, checkBalanceMittnik, toSS, toSSaugment, toSSnested, gmap, fixConstants, toSSinnov, toSSOform, fixF, toSSChol, toARMA, Riccati, markovParms, characteristicPoly, companionMatrix, polyvalue, polydet, polyprod, polysum, polyrootDet and 107 more
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
Show 74 earlier eventsHide 74 earlier events

Package metadata

First published
2004-04-14
Total releases
60 / 22 yrs
License
GPL-2 OSI
Copyright
1993-1996,1998-2011 Bank of Canada. 1997,2012-2014 Paul Gilbert
Minimum R
≥ 2.5.0
Bundled data
30 KB / 3 files

Cite

Cite this package

Run in R for the authors' entry:

citation("dse")

The package provides a citation file, so citation() returns the authors' own entry.

Cite the R Observatory

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

APA

Balamuta, J. J. (2026). R Observatory: Metrics for dse version 2020.2-1 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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