| Name : R-dse
| |
| Version : 2020.2.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:07:32
|
| Group : Development/Libraries/Other
| Source RPM : R-dse-2020.2.1-lp153.2.13.src.rpm
|
| Size : 1.39 MB
| |
| Packager : (none)
| |
| Summary : Dynamic Systems Estimation (Time Series Package)
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
