rucm : Implementation of Unobserved Components Model (UCM)

Package: rucm
Type: Package
Title: Implementation of Unobserved Components Model (UCM)
Version: 0.6
Date: 2015-11-02
Author: Kaushik Roy Chowdhury
Maintainer: Kaushik Roy Chowdhury <kaushikrch@gmail.com>
Description: Unobserved Components Models (introduced in Harvey, A. (1989),
Forecasting, structural time series models and the Kalman filter, Cambridge
New York: Cambridge University Press) decomposes a time series into
components such as trend, seasonal, cycle, and the regression effects due
to predictor series which captures the salient features of the series to
predict its behavior.
License: GPL (>= 2)
Depends: KFAS
VignetteBuilder: knitr
Suggests: knitr
BugReports: https://github.com/kaushikrch/rucm/issues
RoxygenNote: 5.0.0
NeedsCompilation: no
Packaged: 2015-11-06 07:53:21 UTC; k.roy.chowdhury
Repository: CRAN
Date/Publication: 2015-11-06 10:28:01