tsissm
Linear Innovations State Space Unobserved Components Model
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling linux/jammy R-4.5 | tsissm_1.0.2.tar.gz |
1.8 MiB |
1.0.2 |
rolling linux/noble R-4.5 | tsissm_1.0.2.tar.gz |
1.8 MiB |
1.0.2 |
rolling source/ R- | tsissm_1.0.2.tar.gz |
761.1 KiB |
1.0.2 |
latest linux/jammy R-4.5 | tsissm_1.0.2.tar.gz |
1.8 MiB |
1.0.2 |
latest linux/noble R-4.5 | tsissm_1.0.2.tar.gz |
1.8 MiB |
1.0.2 |
latest source/ R- | tsissm_1.0.2.tar.gz |
761.1 KiB |
1.0.2 |
2026-04-26 source/ R- | tsissm_1.0.2.tar.gz |
761.1 KiB |
1.0.2 |
2026-04-23 source/ R- | tsissm_1.0.2.tar.gz |
761.1 KiB |
1.0.2 |
2026-04-09 windows/windows R-4.5 | tsissm_1.0.2.zip |
2.4 MiB |