stsm.pdf | Fitting Structural Time Series Models with the R Package stsm | |
Rchunks.R | Code chunks from document stsm.pdf | |
llm.pdf | Simulation: Comparison of optimization algorithms for the local-level model | |
llmseas.pdf | Simulation: Comparison of optimization algorithms for the local-level plus seasonal model | |
'stsm/inst/sims' | The directory 'stsm/inst/sims' in the source package contains some scripts to perform some simulations. |