State Space Modeling UsingSsfPackinS+FinMetrics3.0
Year: 2011
Type: article
Abstract: This paper presents two illustrations of state space modeling in S-PLUS using the SsfPack 3.0 routines implemented in S+FinMetrics 3.0. The state space modeling functions in S+FinMetrics/SsfPack are extremely flexible and powerful and can be used for a wide variety of linear Gaussian state space models and for some non-linear and non-Gaussian state space models.
Source: Journal of Statistical Software
Author: Eric W. Zivot
Language: English
Topic: Data Analysis with R
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W2172004731