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

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

On CRAN:

53 exports 2 stars 2.09 score 6 dependencies 2 dependents 30 scripts

Last updated 2 months agofrom:45ac3a3ff2 (on v2.1.1). Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 11 2024
R-4.5-winWARNINGSep 11 2024
R-4.5-linuxWARNINGSep 11 2024
R-4.4-winWARNINGSep 11 2024
R-4.4-macWARNINGSep 11 2024
R-4.3-winWARNINGSep 11 2024
R-4.3-macWARNINGSep 11 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

Rendered frombsm.Rmdusingknitr::rmarkdownon Sep 11 2024.

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

Regular periodic cubic splines

Rendered fromregsplines.Rmdusingknitr::rmarkdownon Sep 11 2024.

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

Sructural Time Series using JDemetra+

Rendered fromsts.Rmdusingknitr::rmarkdownon Sep 11 2024.

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

Time varying trading days

Rendered fromtdvar.Rmdusingknitr::rmarkdownon Sep 11 2024.

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