Imports: parallel, Rcpp (>= 0.12.6), boot, stringr
Depends: R (>= 3.3.2), stats, graphics, utils, survival

Imports: parallel, Rcpp (>= 0.12.6), boot, stringr, data.table
mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace

Description: Contains functions that lets you fit dynamic hazard models using
state space models. The first implemented model is described in Fahrmeir
<doi:10.1093/biomet/81.2.317>. Extensions hereof are available where the
Extended Kalman filter is replaced by an unscented Kalman filter and other

Imports: parallel, Rcpp (>= 0.12.6), boot
Depends: R (>= 3.3.0), stats, graphics, utils, survival
mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace,

options including particle filters. The implemented particle filters support

Imports: parallel, Rcpp (>= 0.12.6), boot, nloptr (>= 1.2.0)

Depends: R (>= 3.5.0), stats, graphics, utils, survival

Extended Kalman filter is replaced by an unscented Kalman filter.
See Christoffersen (2021) <doi:10.18637/jss.v099.i07> for more details.
Particle filters and smoothers are also supported more general state space

Maintainer: Christian T. Brownlees <ctb@ds.unifi.it>
Description: Routines for estimation, simulation, regularization and prediction of univariate dynamic models including: ARMA, ARMA-GARCH, ACD, MEM.

SystemRequirements: Gnu Scientific Library version >= 1.5
Description: Routines for estimation, simulation, regularization and
prediction of univariate dynamic models including: ARMA,

Title: Fit a Stochastic Dynamical Array Model to Array Data
Description: An implementation of the method proposed in Lund and Hansen (2018) for fitting 3-dimensional dynamical array models.  The implementation is based on the glamlasso package, see Lund et al. (2017) <doi:10.1080/10618600.2017.1279548>, for efficient design matrix free lasso regularized estimation in a generalized linear array model. The implementation uses a block relaxation scheme to fit each individual component in the model using functions from the glamlasso package.
Depends: glamlasso (>= 3.0), abind, MortalitySmooth