State Space Models in R

Documentation for package ‘sspir’ version 0.2.10

DESCRIPTION file.
Code demos. Use demo() to run them.

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sspir-package	State Space Models in R
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.
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.
EMalgo	Estimation of variance matrices in a Gaussian state space model
extended	Iterated Extended Kalman Smoothing
extended.SS	Iterated Extended Kalman Smoothing
filterstep	Kalman filter for Gaussian state space model
Fkfilter	Kalman filtering of Gaussian state space model using'KFS'
Fkfs	Fast Kalman filtering and smoothing of state space models using 'KFS' or 'logLik.SSModel'
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.
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.
forecast	Forecasts a Gaussian state space model
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.
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.SS	Kalman filter for Gaussian state space model
kfilter.ssm	Define state-space model in a glm-style call.
kfs	(Iterated extended) Kalman smoother
kfs.SS	(Iterated extended) Kalman smoother
kfs.ssm	(Iterated extended) Kalman smoother
ksimulate	Forwards filtering Backwards sampling
ksimulate.SS	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.
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.
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
recursion.SS	Simulate from a Gaussian state space model
season	Special functions used in ssm formulas
smoother	Kalman smoother for Gaussian state space model
smoother.SS	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
smootherstep.uni	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.
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.
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.