Package: autostsm
Type: Package
Title: Automatic Structural Time Series Models
Version: 3.1.5
Date: 2024-06-01
Authors@R: 
  c(person(given = "Alex", 
           family = "Hubbard", 
           role = c("aut", "cre"), 
           email = "hubbard.alex@gmail.com"))
Description: Automatic model selection for structural time series
        decomposition into trend, cycle, and seasonal components, plus
        optionality for structural interpolation, using the Kalman
        filter. Koopman, Siem Jan and Marius Ooms (2012) "Forecasting
        Economic Time Series Using Unobserved Components Time Series
        Models" <doi:10.1093/oxfordhb/9780195398649.013.0006>. Kim,
        Chang-Jin and Charles R. Nelson (1999) "State-Space Models with
        Regime Switching: Classical and Gibbs-Sampling Approaches with
        Applications"
        <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.
License: GPL (>= 2)
Imports: maxLik (>= 1.5-2), forecast (>= 8.15), lubridate (>= 1.7),
        ggplot2 (>= 3.3), gridExtra (>= 2.3), strucchange (>= 1.5),
        foreach (>= 1.5), doSNOW (>= 1.0.19), parallel (>= 4.1.1),
        lmtest (>= 0.9-38), ggrepel(>= 0.9), progress (>= 1.2),
        sandwich (>= 3.0), data.table (>= 1.15), kalmanfilter (>=
        2.0.1)
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown, testthat
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: no
Packaged: 2026-06-20 08:24:18 UTC; root
Author: Alex Hubbard [aut, cre]
Maintainer: Alex Hubbard <hubbard.alex@gmail.com>
Depends: R (>= 3.5.0)
Repository: https://hubbardalex.r-universe.dev
Date/Publication: 2024-06-06 02:41:13 UTC
RemoteUrl: https://github.com/cran/autostsm
RemoteRef: HEAD
RemoteSha: e875a3b77de4371968e9cf68fcbd859f784ab3ba