tsissm
Linear Innovations State Space Unobserved Components Model
v1.0.2
·
Jul 12, 2025
·
GPL-2
Description
Unobserved components time series model using the linear innovations state space representation (single source of error) with choice of error distributions and option for dynamic variance. Methods for estimation using automatic differentiation, automatic model selection and ensembling, prediction, filtering, simulation and backtesting. Based on the model described in Hyndman et al (2012) <doi:10.1198/jasa.2011.tm09771>.
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Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (3 non-OK)
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r-oldrel-macos-arm64
installed package size
installed size is 122.3Mb
sub-directories of 1Mb or more:
libs 120.7Mb
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r-oldrel-macos-x86_64
installed package size
installed size is 122.8Mb
sub-directories of 1Mb or more:
libs 121.2Mb
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r-oldrel-windows-x86_64
installed package size
installed size is 16.0Mb
sub-directories of 1Mb or more:
libs 14.3Mb
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 122.3Mb
sub-directories of 1Mb or more:
libs 120.7Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 122.8Mb
sub-directories of 1Mb or more:
libs 121.2Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 16.0Mb
sub-directories of 1Mb or more:
libs 14.3Mb