Package: rjd3sts 2.1.1

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.tar.gz
rjd3sts_2.1.1.zip(r-4.5)rjd3sts_2.1.1.zip(r-4.4)rjd3sts_2.1.1.zip(r-4.3)
rjd3sts_2.1.1.tgz(r-4.4-any)rjd3sts_2.1.1.tgz(r-4.3-any)
rjd3sts_2.1.1.tar.gz(r-4.5-noble)rjd3sts_2.1.1.tar.gz(r-4.4-noble)
rjd3sts_2.1.1.tgz(r-4.4-emscripten)
rjd3sts.pdf |rjd3sts.html✨
rjd3sts/json (API)
NEWS

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

Peer review:

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

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

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

On CRAN:

openjdk

6.72 score 2 stars 4 packages 25 scripts 53 exports 6 dependencies

Last updated 6 months agofrom:45ac3a3ff2 (on v2.1.1). Checks:1 OK, 6 WARNING. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 09 2025
R-4.5-winWARNINGJan 09 2025
R-4.5-linuxWARNINGJan 09 2025
R-4.4-winWARNINGJan 09 2025
R-4.4-macWARNINGJan 09 2025
R-4.3-winWARNINGJan 09 2025
R-4.3-macWARNINGJan 09 2025

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 Jan 09 2025.

Last update: 2024-07-03
Started: 2024-07-03

Regular periodic cubic splines

Jean Palate

Rendered fromregsplines.Rmdusingknitr::rmarkdownon Jan 09 2025.

Last update: 2024-07-03
Started: 2024-07-03

Sructural Time Series using JDemetra+

Jean Palate

Rendered fromsts.Rmdusingknitr::rmarkdownon Jan 09 2025.

Last update: 2024-07-03
Started: 2024-07-03

Time varying trading days

Jean Palate

Rendered fromtdvar.Rmdusingknitr::rmarkdownon Jan 09 2025.

Last update: 2024-07-03
Started: 2024-07-03