Package: rjd3sts 2.2.1

Jean Palate

rjd3sts: State Space Framework and Structural Time Series with 'JDemetra+ 3.x'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.

Authors:Jean Palate [aut, cre], Tanguy Barthelemy [art]

rjd3sts_2.2.1.tar.gz
rjd3sts_2.2.1.zip(r-4.5)rjd3sts_2.2.1.zip(r-4.4)rjd3sts_2.2.1.zip(r-4.3)
rjd3sts_2.2.1.tgz(r-4.5-any)rjd3sts_2.2.1.tgz(r-4.4-any)rjd3sts_2.2.1.tgz(r-4.3-any)
rjd3sts_2.2.1.tar.gz(r-4.5-noble)rjd3sts_2.2.1.tar.gz(r-4.4-noble)
rjd3sts_2.2.1.tgz(r-4.4-emscripten)
rjd3sts.pdf |rjd3sts.html
rjd3sts/json (API)
NEWS

# Install 'rjd3sts' in R:
install.packages('rjd3sts', repos = c('https://tanguybarthelemy.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rjdverse/rjd3sts/issues

Pkgdown site:https://rjdverse.github.io

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT

On CRAN:

Conda:

openjdk

6.46 score 2 stars 4 packages 25 scripts 60 exports 6 dependencies

Last updated 17 days agofrom:8b79726dae. Checks:1 OK, 7 WARNING. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKFeb 24 2025
R-4.5-winWARNINGFeb 24 2025
R-4.5-macWARNINGFeb 24 2025
R-4.5-linuxWARNINGFeb 24 2025
R-4.4-winWARNINGFeb 24 2025
R-4.4-macWARNINGFeb 24 2025
R-4.3-winWARNINGFeb 24 2025
R-4.3-macWARNINGFeb 24 2025

Exports:addadd_equationaggregationarar2arimaarmablock_d0block_p0block_tblock_vcumulcycleequationestimatefiltered_statesfiltered_states_stdevfiltering_statesfiltering_states_stdevloadingloading_cyclicalloading_periodicloading_sumlocallevellocallineartrendltd_airlinemodelmsaemsae2msae3msignalnoiseparametersperiodicregreg_tdsaesarimaseasonalseasonalbreakssignalsmoothed_componentssmoothed_components_stdevsmoothed_statessmoothed_states_stdevsplines_dailysplines_genericsplines_regularssfstssts_forecaststs_outlierssts_rawvar_arvar_loadingvar_locallevelvar_locallineartrendvar_noisevar_regvar_seasonal

Dependencies:backportscheckmateRcpprJavarjd3toolkitRProtoBuf

BSM

Rendered frombsm.Rmdusingknitr::rmarkdownon Feb 24 2025.

Last update: 2025-02-24
Started: 2024-07-12

Regular periodic cubic splines

Rendered fromregsplines.Rmdusingknitr::rmarkdownon Feb 24 2025.

Last update: 2025-02-24
Started: 2024-07-12

Sructural Time Series using JDemetra+

Rendered fromsts.Rmdusingknitr::rmarkdownon Feb 24 2025.

Last update: 2025-02-24
Started: 2024-07-12

SUTSE models

Rendered fromsutse.Rmdusingknitr::rmarkdownon Feb 24 2025.

Last update: 2025-02-24
Started: 2025-02-24

Time varying trading days

Rendered fromtdvar.Rmdusingknitr::rmarkdownon Feb 24 2025.

Last update: 2025-02-24
Started: 2024-07-12

Time series with a sampling error component

Rendered fromregcmp_6.Rmdusingknitr::rmarkdownon Feb 24 2025.

Last update: 2025-02-24
Started: 2025-02-24

Readme and manuals

Help Manual

Help pageTopics
Titleadd
Add a building block to the considered equationadd_equation
Titleaggregation
Autoregressive modelar ar2
Autoregressive Integrated Moving Average (ARIMA) Modelarima
Autoregressive Moving Average (ARMA) Modelarma
Titleblock_d0
Titleblock_p0
Titleblock_t
Titleblock_v
Titlecumul
Titlecycle
Create equationequation
Estimate a SSF Modelestimate
Titlefiltered_states
Titlefiltered_states_stdev
Titlefiltering_states
Titlefiltering_states_stdev
Titleloading
Titleloading_cyclical
Titleloading_periodic
Titleloading_sum
Local Levellocallevel
Local Linear Trendlocallineartrend
Titleltd_airline
Create Composite Modelmodel
Modeling errors in surveys with overlapping panelsmsae msae2 msae3
Titlemsignal
Noise componentnoise
Get Parameters of SSF Modelparameters
Titleperiodic
Titleprint.JD3STS
Time Varying Regressorsreg
Titlereg_td
Titlesae
Titlesarima
Titleseasonal
Titleseasonalbreaks
Titlesignal
Retrieves the components of the model (univariate case) or the components corresponding to a given equation (multivariate case)smoothed_components
Retrieves the stdev of the components of the model (univariate case) or of the components corresponding to a given equation (multivariate case)smoothed_components_stdev
Titlesmoothed_states
Titlesmoothed_states_stdev
Titlesplines_daily
Titlesplines_generic
Titlesplines_regular
Titlessf
Titlests
Forecast with STS modelsts_forecast
Titlests_outliers
Titlests_raw
Titlevar_ar
Titlevar_loading
Titlevar_locallevel
Titlevar_locallineartrend
Titlevar_noise
Time Varying Regressorvar_reg
Titlevar_seasonal