Package: rucm
Type: Package
Title: Implementation of Unobserved Components Model (UCM) in R
Version: 0.3
Date: 2014-08-25
Author: Kaushik Roy Chowdhury
Maintainer: Kaushik Roy Chowdhury <kaushikrch@gmail.com>
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.
License: GPL (>= 2)
Depends: KFAS
Packaged: 2014-08-25 09:54:52 UTC; k.roy.chowdhury
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-08-26 22:55:16
