myoshimu / statespace

R programs for Commandeur, J.J.F. & Koopman, S.J. (2007) "An Introduction to State Space Time Series Analysis," Oxford University Press.

References:

http://www.ssfpack.com/CKbook.html

http://radhakrishna.typepad.com/book-summary-and-r-code-1.pdf

http://elsur.jpn.org/ck/

http://sinhrks.hatenablog.com/entry/2015/05/28/071124

prefixes: 
  n  : iNteger
  g  : numeric (g in "sinGle")
  b  : binary  
  a  : vector  (not sure where it comes from)
  m  : matrix
  l  : list
  ts : ts object (Time Series)
  o  : object of any class