Package: rjd3sts 2.4.1.9000

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_2.4.1.9000.tar.gz
rjd3sts_2.4.1.9000.zip(r-4.7)rjd3sts_2.4.1.9000.zip(r-4.6)rjd3sts_2.4.1.9000.zip(r-4.5)
rjd3sts_2.4.1.9000.tgz(r-4.6-any)rjd3sts_2.4.1.9000.tgz(r-4.5-any)
rjd3sts_2.4.1.9000.tar.gz(r-4.7-any)rjd3sts_2.4.1.9000.tar.gz(r-4.6-any)
rjd3sts_2.4.1.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
rjd3sts/json (API)
NEWS

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

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

Pkgdown/docs site:https://rjdverse.github.io

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

On CRAN:

Conda:

openjdk

5.97 score 3 stars 32 scripts 101 exports 8 dependencies

Last updated from:d2096a8704. Checks:7 WARNING, 2 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-x86_64WARNING142
source / vignettesOK197
linux-release-x86_64WARNING148
macos-release-arm64WARNING111
macos-oldrel-arm64WARNING138
windows-develWARNING108
windows-releaseWARNING146
windows-oldrelWARNING115
wasm-releaseOK126

Exports:.airline.akf_likelihood.arima.arima2.bsm2spec.bsm2ucm.circular_loading.ckms_likelihood.composite.cyclical_loading.dk_likelihood.loading.loading_composite.local_level.local_linear_trend.mssf.mssf_measurements.noise.proc_diffuselikelihood.r2jd_bsm.sarima.sarma.sarma2.seasonal.ssf.ssf_as_time_invariant.ssf_B.ssf_P0.ssf_S.ssf_smooth.ssf_T.ssf_V.ssf_Z.state_diffuse_dim.state_dim.state_ofaddadd_equationaggregationarar2arimaarmablock_d0block_p0block_tblock_vbsm_modelbsm_to_ucmcomponents_poscumulcycleequationestimatefiltered_statesfiltered_states_stdevfiltering_statesfiltering_states_stdevloadingloading_cyclicalloading_periodicloading_sumloadingslocallevellocallineartrendltd_airlinemodelmsaemsae2msae3msignalnoiseparametersperiodicregreg_tdsaesarimaseasonalseasonalbreakssignalsmoothed_componentssmoothed_components_stdevsmoothed_statessmoothed_states_stdevsplines_dailysplines_genericsplines_regularssfstssts_forecaststs_outlierssts_rawtdairline_estimationvar_arvar_loadingvar_locallevelvar_locallineartrendvar_noisevar_regvar_seasonal

Dependencies:backportscheckmateRcpprJavarjd3jarsrjd3toolkitrjd3xjarsRProtoBuf

BSM

Jean Palate

Rendered frombsm.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-04-01
Started: 2024-07-12

Modeling Nile riverflow

Jean Palate

Rendered fromregcmp_4.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-04-01
Started: 2025-04-01

Regular periodic cubic splines

Jean Palate

Rendered fromregsplines.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-02-24
Started: 2024-07-12

Sructural Time Series using JDemetra+

Jean Palate

Rendered fromsts.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-04-01
Started: 2024-07-12

SUTSE models

Jean Palate

Rendered fromsutse.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-04-01
Started: 2025-02-24

Time series with a sampling error component

Jean Palate

Rendered fromregcmp_6.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-04-01
Started: 2025-02-24

Time varying trading days

Jean Palate

Rendered fromtdvar.Rmdusingknitr::rmarkdownon May 08 2026.

Last update: 2025-02-24
Started: 2024-07-12

Readme and manuals

Help Manual

Help pageTopics
Creates the state space form of an airline model;.airline
Computes the diffuse likelihood by means of the augmented Kalman filter..akf_likelihood
Creates an ARIMA state block (representation I).arima
Creates an ARIMA state block (representation II).arima2
Title.bsm2spec
Title.bsm2ucm
Title.circular_loading
Title.ckms_likelihood
Title.composite
Title.cyclical_loading
Computes the diffuse likelihood by means of the diffuse Kalman filter (Durbin-Koopman)..dk_likelihood
Title.loading
Creates a composite loading.loading_composite
Creates a local level state block.local_level
Creates a local linear trend state block..local_linear_trend
Title.mssf
Title.mssf_measurements
Creates a white noise..noise
Title.proc_diffuselikelihood
Title.r2jd_bsm
Creates an ARMA state block.sarima
Creates an ARMA state block (representation I).sarma
Creates an ARMA state block (representation II).sarma2
Creates a seasonal component, corresponding to a multivariate random walk, with an aggregation constraint to 0 and various covariances for the innovations of the transition equation..seasonal
Title.ssf
Transforms a time invariant state space form based on functions into a state space models represented by matrices..ssf_as_time_invariant
Title.ssf_B
Title.ssf_P0
Title.ssf_S
Computes smoothed states by means of the augmented Kalman filter in the case of diffuse initialization.ssf_smooth
Gets the transition matrix..ssf_T
Gets the covariance of the innovations in the transition equation..ssf_V
Gets the loading vector. It should have the same length as the corresponding state block..ssf_Z
Title.state_diffuse_dim
Retrieves the dimension of a state block.state_dim
Gets the state of the state space form.state_of
Adds a state block or a measurement equation to a given state space modeladd
Add a building block to the considered equationadd_equation
Titleaggregation
Autoregressive modelar ar2
Autoregressive Integrated Moving Average (ARIMA) Modelarima
Autoregressive Moving Average (ARMA) Modelarma
Titleblock_d0
Titleblock_p0
Titleblock_t
Titleblock_v
Titlebsm_model
Titlebsm_to_ucm
Position of the componentscomponents_pos
Titlecumul
Titlecycle
Create equationequation
Estimate a SSF Modelestimate
Titlefiltered_states
Titlefiltered_states_stdev
Titlefiltering_states
Titlefiltering_states_stdev
Titleloading
Titleloading_cyclical
Titleloading_periodic
Titleloading_sum
Give all the loadings for a given variableloadings
Local Levellocallevel
Local linear trend state blocklocallineartrend
Titleltd_airline
Create Composite Modelmodel
Modeling errors in surveys with overlapping panelsmsae msae2 msae3
Titlemsignal
Noise state blocknoise
Get Parameters of SSF Modelparameters
Titleperiodic
Titleprint.JD3STS
Time Varying Regressorsreg
Titlereg_td
Titlesae
Titlesarima
Seasonal state blockseasonal
Titleseasonalbreaks
Titlesignal
Retrieves the components of the model (univariate case) or the components corresponding to a given equation (multivariate case)smoothed_components
Retrieves the standard deviations of the components of the model (univariate case) or of the components corresponding to a given equation (multivariate case)smoothed_components_stdev
Titlesmoothed_states
Standard deviations of the smoothed statessmoothed_states_stdev
Titlesplines_daily
Titlesplines_generic
Titlesplines_regular
Titlessf
Titlests
Forecast with STS modelsts_forecast
Titlests_outliers
Titlests_raw
Titletdairline_estimation
Titlevar_ar
Titlevar_loading
Titlevar_locallevel
Titlevar_locallineartrend
Titlevar_noise
Time Varying Regressorvar_reg
Titlevar_seasonal