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statespacer  

State Space Modelling in 'R'
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("statespacer", "0.5.0")



Attach the package and use:
library("statespacer")
Maintained by
Dylan Beijers
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-16
Latest Update: 2023-01-27
Description:
A tool that makes estimating models in state space form a breeze. See "Time Series Analysis by State Space Methods" by Durbin and Koopman (2012, ISBN: 978-0-19-964117-8) for details about the algorithms implemented.
How to cite:
Dylan Beijers (2020). statespacer: State Space Modelling in 'R'. R package version 0.5.0, https://cran.r-project.org/web/packages/statespacer. Accessed 22 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:09), 0.1.0 (2020-05-16 11:40), 0.2.0 (2020-07-13 15:40), 0.2.1 (2020-07-16 00:30), 0.3.0 (2020-09-16 00:20), 0.4.0 (2020-11-19 20:20), 0.4.1 (2022-05-10 19:40)
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View statespacer citation profile
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Complete documentation for statespacer
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