Other packages > Find by keyword >

mssm  

Multivariate State Space Models
View on CRAN: Click here


Download and install mssm package within the R console
Install from CRAN:
install.packages("mssm")

Install from Github:
library("remotes")
install_github("cran/mssm")

Install by package version:
library("remotes")
install_version("mssm", "0.1.6")



Attach the package and use:
library("mssm")
Maintained by
Benjamin Christoffersen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-05-24
Latest Update:
Description:
Provides methods to perform parameter estimation and make analysis of multivariate observed outcomes through time which depends on a latent state variable. All methods scale well in the dimension of the observed outcomes at each time point. The package contains an implementation of a Laplace approximation, particle filters like suggested by Lin, Zhang, Cheng, & Chen (2005) , and the gradient and observed information matrix approximation suggested by Poyiadjis, Doucet, & Singh (2011) .
How to cite:
Benjamin Christoffersen (2019). mssm: Multivariate State Space Models. R package version 0.1.6, https://cran.r-project.org/web/packages/mssm. Accessed 05 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:33), 0.1.0 (2019-05-24 14:30), 0.1.1 (2019-06-01 00:02), 0.1.2 (2019-08-09 00:50), 0.1.3 (2019-11-07 01:20), 0.1.4 (2020-12-15 23:30), 0.1.5 (2021-10-05 09:10), 0.1.6 (2022-01-31 08:40)
Other packages that cited mssm R package
View mssm citation profile
Other R packages that mssm depends, imports, suggests or enhances
Functions, R codes and Examples using the mssm R package
Some associated functions: get_ess . logLik.mssm . mssm-Laplace . mssm-package . mssm-pf . mssm-smoother . mssm . mssm_control . plot.mssm . plot.mssmEss . 
Some associated R codes: RcppExports.R . catch-routine-registration.R . ess.R . mssm.R . plot.R . print.R . roxygen-tags.R .  Full mssm package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA