Package: rjd3sts 2.1.1.9000

Jean Palate

rjd3sts: State Space Framework and Structural Time Series with 'JDemetra+ 3.x'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.

Authors:Jean Palate [aut, cre], Tanguy Barthelemy [art]

rjd3sts_2.1.1.9000.tar.gz
rjd3sts_2.1.1.9000.zip(r-4.5)rjd3sts_2.1.1.9000.zip(r-4.4)rjd3sts_2.1.1.9000.zip(r-4.3)
rjd3sts_2.1.1.9000.tgz(r-4.4-any)rjd3sts_2.1.1.9000.tgz(r-4.3-any)
rjd3sts_2.1.1.9000.tar.gz(r-4.5-noble)rjd3sts_2.1.1.9000.tar.gz(r-4.4-noble)
rjd3sts_2.1.1.9000.tgz(r-4.4-emscripten)
rjd3sts.pdf |rjd3sts.html✨
rjd3sts/json (API)
NEWS

# Install 'rjd3sts' in R:
install.packages('rjd3sts', repos = c('https://aqlt.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/rjdverse/rjd3sts/issues

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT

On CRAN:

6.27 score 2 stars 4 packages 32 scripts 53 exports 6 dependencies

Last updated 4 months agofrom:a3cfd8037b. Checks:OK: 1 WARNING: 6. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 09 2024
R-4.5-winWARNINGNov 09 2024
R-4.5-linuxWARNINGNov 09 2024
R-4.4-winWARNINGNov 09 2024
R-4.4-macWARNINGNov 09 2024
R-4.3-winWARNINGNov 09 2024
R-4.3-macWARNINGNov 09 2024

Exports:addadd_equationaggregationarar2arimaarmacumulcycleequationestimatefiltered_statesfiltered_states_stdevfiltering_statesfiltering_states_stdevloadingloading_cyclicalloading_periodicloading_sumlocallevellocallineartrendmodelmsaemsae2msae3msignalnoiseparametersperiodicregreg_tdsaesarimaseasonalseasonalbreakssignalsmoothed_componentssmoothed_components_stdevsmoothed_statessmoothed_states_stdevsplines_dailysplines_regularssfstssts_forecaststs_outlierssts_rawvar_loadingvar_locallevelvar_locallineartrendvar_noisevar_regvar_seasonal

Dependencies:backportscheckmateRcpprJavarjd3toolkitRProtoBuf

BSM

Jean Palate

Rendered frombsm.Rmdusingknitr::rmarkdownon Nov 09 2024.

Last update: 2024-07-12
Started: 2024-07-12

Regular periodic cubic splines

Jean Palate

Rendered fromregsplines.Rmdusingknitr::rmarkdownon Nov 09 2024.

Last update: 2024-07-12
Started: 2024-07-12

Sructural Time Series using JDemetra+

Jean Palate

Rendered fromsts.Rmdusingknitr::rmarkdownon Nov 09 2024.

Last update: 2024-07-12
Started: 2024-07-12

Time varying trading days

Jean Palate

Rendered fromtdvar.Rmdusingknitr::rmarkdownon Nov 09 2024.

Last update: 2024-07-12
Started: 2024-07-12