Package: tsissm
Type: Package
Title: Linear Innovations State Space Unobserved Components Model
Version: 1.0.1
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre"), comment = c(ORCID = "0009-0000-9308-0457"), email = "alexios@4dscape.com"))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Description: Unobserved components time series model using the linear innovations state space representation (single source of error) with choice of error distributions and option for dynamic variance. Methods for estimation using automatic differentiation, automatic model selection and ensembling, prediction, filtering, simulation and backtesting. Based on the model described in Hyndman et al (2012) <doi:10.1198/jasa.2011.tm09771>.
Depends: R (>= 4.1.0), Rcpp (>= 0.12.9), tsmethods (>= 1.0.0)
LinkingTo: Rcpp (>= 0.12.9), TMB, RcppEigen
Imports: TMB (>= 1.7.20), methods, tsaux, tsdistributions, zoo, xts,
        copula, flextable, data.table, sandwich, nloptr, RTMB,
        viridisLite, future, future.apply, progressr
Suggests: rmarkdown, tstests, knitr, testthat (>= 3.0.0)
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.3.2
VignetteBuilder: knitr
LazyData: true
URL: https://github.com/tsmodels/tsissm,
        https://www.nopredict.com/packages/tsissm
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2025-04-26 16:51:09 UTC; alexios
Author: Alexios Galanos [aut, cre] (<https://orcid.org/0009-0000-9308-0457>)
Repository: CRAN
Date/Publication: 2025-04-28 18:30:02 UTC
Built: R 4.5.0; x86_64-w64-mingw32; 2025-05-16 03:43:44 UTC; windows
Archs: x64
