State Space Modelling in 'R'


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Documentation for package ‘statespacer’ version 0.1.0

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BlockMatrix Combine Matrices into a Block Diagonal Matrix
Cholesky Construct a Valid Variance - Covariance Matrix
CoeffARMA Transform arbitrary matrices into ARMA coefficient matrices
StateSpaceEval State Space Model Evaluation at Specified Parameters
StateSpaceFit State Space Model Fitting
StateSpaceForecast State Space Model Forecasting