A glm-like formula language to define dynamic generalized

linear models (state space models).

Includes functions for Kalman filtering and smoothing.

Estimation of variance matrices can be performed using
the EM algorithm in case of Gaussian models.

WWW: http://cran.r-project.org/web/packages/sspir/
This commit is contained in:
Steven Kreuzer 2013-09-27 16:00:34 +00:00
parent 8c7d71d77b
commit dbdea56638
Notes: svn2git 2021-03-31 03:12:20 +00:00
svn path=/head/; revision=328495
4 changed files with 30 additions and 0 deletions

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@ -39,6 +39,7 @@
SUBDIR += R-cran-sm
SUBDIR += R-cran-sp
SUBDIR += R-cran-spdep
SUBDIR += R-cran-sspir
SUBDIR += R-cran-stabledist
SUBDIR += R-cran-xts
SUBDIR += R-cran-zoo

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@ -0,0 +1,18 @@
# Created by: Steven Kreuzer <skreuzer@FreeBSD.org>
# $FreeBSD$
PORTNAME= sspir
PORTVERSION= 0.2.10
CATEGORIES= math
DISTNAME= ${PORTNAME}_${PORTVERSION}
MAINTAINER= skreuzer@FreeBSD.org
COMMENT= A glm-like formula to define dynamic generalized linear models
RUN_DEPENDS= R-cran-mvtnorm>0.9.96_11:${PORTSDIR}/math/R-cran-mvtnorm \
R-cran-KFAS>0.9.11_3:${PORTSDIR}/math/R-cran-KFAS
USE_R_MOD= yes
R_MOD_AUTOPLIST= yes
.include <bsd.port.mk>

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SHA256 (sspir_0.2.10.tar.gz) = 2978733b84d1672b509b81d726777ce6fa1261325144691070d0acb96ac723c4
SIZE (sspir_0.2.10.tar.gz) = 37869

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A glm-like formula language to define dynamic generalized
linear models (state space models).
Includes functions for Kalman filtering and smoothing.
Estimation of variance matrices can be performed using
the EM algorithm in case of Gaussian models.
WWW: http://cran.r-project.org/web/packages/sspir/