UComp: Automatic Unobserved Components Models

Comprehensive analysis and forecasting of univariate time series using automatic unobserved components models and algorithms. Harvey, AC (1989) <doi:10.1017/CBO9781107049994>. Pedregal, DJ and Young PC (2002) <doi:10.1002/9780470996430>. Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.

Version: 2.2.2
Depends: Rcpp (≥ 1.0.3), R (≥ 2.10)
Imports: stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2021-07-06
Author: Diego J. Pedregal ORCID iD [aut, cre]
Maintainer: Diego J. Pedregal <Diego.Pedregal at uclm.es>
License: GPL-3
NeedsCompilation: yes
Materials: ChangeLog
In views: TimeSeries
CRAN checks: UComp results


Reference manual: UComp.pdf
Vignettes: Spanish Industrial Production Index with UComp


Package source: UComp_2.2.2.tar.gz
Windows binaries: r-devel: UComp_2.2.2.zip, r-devel-UCRT: UComp_2.2.2.zip, r-release: UComp_2.2.2.zip, r-oldrel: UComp_2.2.2.zip
macOS binaries: r-release (arm64): UComp_2.2.2.tgz, r-release (x86_64): UComp_2.2.2.tgz, r-oldrel: UComp_2.2.2.tgz
Old sources: UComp archive


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