State Space Models in R

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Documentation for package `sspir' version 0.1.0

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extended Iterated Extended Kalman Smoothing
filterstep Kalman filter for Gaussian state space model
kfilter Kalman filter for Gaussian state space model
kfilter.ssm Define state-space model in a glm-style call.
kfs (Iterated extended) Kalman smoother
mumpsdat Mumps
plot.SS Representation of Gaussian State Space Model
polytime Special functions used in ssm formulas
polytrig Special functions used in ssm formulas
print.extended Iterated Extended Kalman Smoothing
print.Smoothed Kalman smoother for Gaussian state space model
print.SS Representation of Gaussian State Space Model
recursion Simulate from a Gaussian state space model
season Special functions used in ssm formulas
simulate Forwards filtering Backwards sampling
smoother Kalman smoother for Gaussian state space model
smoother.ssm Define state-space model in a glm-style call.
smootherstep Kalman smoother for Gaussian state space model
SS Representation of Gaussian State Space Model
ssm Define state-space model in a glm-style call.
sspir State Space Models in R
sumseason Special functions used in ssm formulas
vandrivers Vandrivers