Other packages > Find by keyword >

rucm  

Implementation of Unobserved Components Model (UCM)
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rucm", "0.6")



Attach the package and use:
library("rucm")
Maintained by
Kaushik Roy Chowdhury
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-08-26
Latest Update:
Description:
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.
How to cite:
Kaushik Roy Chowdhury (2014). rucm: Implementation of Unobserved Components Model (UCM). R package version 0.6, https://cran.r-project.org/web/packages/rucm. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.3 (2014-08-26 22:55), 0.4 (2014-09-07 15:18), 0.5 (2015-11-02 18:12), 0.6 (2015-11-06 10:28)
Other packages that cited rucm R package
View rucm citation profile
Other R packages that rucm depends, imports, suggests or enhances
Complete documentation for rucm
Functions, R codes and Examples using the rucm R package
Some associated functions: predict.ucm . print.ucm . rucm-package . ucm . 
Some associated R codes: predict.ucm.R . print.ucm.R . rucm-package.R . ucm.R .  Full rucm package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
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  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

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