State Space Models in R

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Documentation for package ‘sspir’ version 0.2.3

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C0 Define state-space model in a glm-style call.
C0.SS Representation of Gaussian State Space Model
C0.ssm Define state-space model in a glm-style call.
extended Iterated Extended Kalman Smoothing
filterstep Kalman filter for Gaussian state space model
Fmat Define state-space model in a glm-style call.
Fmat.SS Representation of Gaussian State Space Model
Fmat.ssm Define state-space model in a glm-style call.
getFit Define state-space model in a glm-style call.
Gmat Define state-space model in a glm-style call.
Gmat.SS Representation of Gaussian State Space Model
Gmat.ssm Define state-space model in a glm-style call.
kfilter Kalman filter for Gaussian state space model
kfilter.ssm Define state-space model in a glm-style call.
kfs (Iterated extended) Kalman smoother
ksimulate Forwards filtering Backwards sampling
kurit Kurit
m0 Define state-space model in a glm-style call.
m0.SS Representation of Gaussian State Space Model
m0.ssm Define state-space model in a glm-style call.
mumps Mumps
phi Define state-space model in a glm-style call.
phi.SS Representation of Gaussian State Space Model
phi.ssm Define state-space model in a glm-style call.
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
print.ssm Define state-space model in a glm-style call.
recursion Simulate from a Gaussian state space model
season Special functions used in ssm formulas
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
SS-class 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
Vmat Define state-space model in a glm-style call.
Vmat.SS Representation of Gaussian State Space Model
Vmat.ssm Define state-space model in a glm-style call.
Wmat Define state-space model in a glm-style call.
Wmat.SS Representation of Gaussian State Space Model
Wmat.ssm Define state-space model in a glm-style call.