TSSS v1.2.3
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Time Series Analysis with State Space Model
Functions for statistical analysis, modeling and simulation of time
series with state space model, based on the methodology in Kitagawa
(1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).
Functions in TSSS
| Name | Description | |
| BLSALLFOOD | BLSALLFOOD Data | |
| plot.smooth | Plot Mean Vectors of Smoother | |
| plot.spg | Plot Smoothed Periodogram | |
| Temperature | Temperatures Data | |
| fftper | Compute a Periodogram via FFT | |
| klinfo | Kullback-Leibler Information | |
| pdfunc | Probability Density Function | |
| period | Compute a Periodogram | |
| lsar | Decomposition of Time Interval to Stationary Subintervals | |
| lsar.chgpt | Estimation of the Change Point | |
| plot.arma | Plot Analysis Result of ARMA Model | |
| plot.lsqr | Plot Fitted Trigonometric Polynomial | |
| simssm | Simulation by Gaussian State Space Model | |
| tsmooth | Prediction and Interpolation of Time Series | |
| tvar | Time Varying Coefficients AR Model | |
| trend | Trend Estimation | |
| WHARD | Wholesale Hardware Data | |
| arfit | Univariate AR Model Fitting | |
| unicor | Autocovariance and Autocorrelation | |
| marlsq | Least Squares Method for Multivariate AR Model | |
| marspc | Cross Spectra and Power Contribution | |
| armafit | Scalar ARMA Model Fitting | |
| armaimp | Calculate Characteristics of Scalar ARMA Model | |
| lsqr | The Least Squares Method via Householder Transformation | |
| marfit | Yule-Walker Method of Fitting Multivariate AR Model Fitting | |
| plot.ngsmth | Plot Smoothed Density Function | |
| plot.polreg | Plot Fitted Polynomial Trend | |
| ngsim | Simulation by Non-Gaussian State Space Model | |
| plot.tvspc | Plot Evolutionary Power Spectra Obtained by Time Varying AR Model | |
| plot.trend | Plot Trend and Residuals | |
| ngsmth | Non-Gaussian Smoothing | |
| MYE1F | Seismic Data | |
| Sunspot | Sun Spot Number Data | |
| plot.season | Plot Trend, Seasonal and AR Components | |
| plot.simulate | Plot Simulated Data Generated by State Space Model | |
| polreg | Polynomial Regression Model | |
| season | Seasonal Adjustment | |
| tvspc | Evolutionary Power Spectra by Time Varying AR Model | |
| tvvar | Time Varying Variance | |
| TSSS-package | Time Series Analysis with State Space Model | |
| HAKUSAN | Ship's Navigation Data | |
| boxcox | Box-Cox Transformation | |
| crscor | Cross-Covariance and Cross-Correlation | |
| No Results! | ||
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Details
| License | GPL (>= 2) |
| MailingList | Please send bug reports to ismrp@jasp.ism.ac.jp |
| NeedsCompilation | yes |
| Packaged | 2019-04-14 23:38:47 UTC; msaga |
| Repository | CRAN |
| Date/Publication | 2019-04-15 08:22:42 UTC |
| depends | datasets , R (>= 3.4.0) , stats |
| imports | graphics |
| suggests | utils |
| Contributors | The of Statistical Mathematics |
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