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rucm: Implementation of Unobserved Components Model (UCM)

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.

Version: 0.6
Depends: KFAS
Suggests: knitr
Published: 2015-11-06
DOI: 10.32614/CRAN.package.rucm
Author: Kaushik Roy Chowdhury
Maintainer: Kaushik Roy Chowdhury <kaushikrch at gmail.com>
BugReports: https://github.com/kaushikrch/rucm/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: rucm results

Documentation:

Reference manual: rucm.pdf
Vignettes: Unobserved Component Models in R

Downloads:

Package source: rucm_0.6.tar.gz
Windows binaries: r-devel: rucm_0.6.zip, r-release: rucm_0.6.zip, r-oldrel: rucm_0.6.zip
macOS binaries: r-release (arm64): rucm_0.6.tgz, r-oldrel (arm64): rucm_0.6.tgz, r-release (x86_64): rucm_0.6.tgz, r-oldrel (x86_64): rucm_0.6.tgz
Old sources: rucm archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=rucm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.