Package: rucm 0.6.2
rucm: Implementation of Unobserved Components Model (UCM) in R
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.
Authors:
rucm_0.6.2.tar.gz
rucm_0.6.2.zip(r-4.5)rucm_0.6.2.zip(r-4.4)rucm_0.6.2.zip(r-4.3)
rucm_0.6.2.tgz(r-4.4-any)rucm_0.6.2.tgz(r-4.3-any)
rucm_0.6.2.tar.gz(r-4.5-noble)rucm_0.6.2.tar.gz(r-4.4-noble)
rucm_0.6.2.tgz(r-4.4-emscripten)rucm_0.6.2.tgz(r-4.3-emscripten)
rucm.pdf |rucm.html✨
rucm/json (API)
NEWS
| # Install 'rucm' in R: |
| install.packages('rucm', repos = c('https://kaushikrch.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/kaushikrch/rucm/issues
Last updated 6 years agofrom:eadd9aee6c. Checks:OK: 1 WARNING: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 09 2024 |
| R-4.5-win | WARNING | Sep 09 2024 |
| R-4.5-linux | WARNING | Sep 09 2024 |
| R-4.4-win | WARNING | Sep 09 2024 |
| R-4.4-mac | WARNING | Sep 09 2024 |
| R-4.3-win | WARNING | Sep 09 2024 |
| R-4.3-mac | WARNING | Sep 09 2024 |
Exports:ucm
Dependencies:KFAS
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Unobserved Components Model Predictions | predict.ucm |
| Print ucm Object | print.ucm |
| rucm: Functions to model and predict a time series using Unobserved Components Model | rucm-package rucm |
| Unobserved components methods for a time series | ucm |
