flextable, parsnip, recipes, rsample, hardhat, tune, workflows,
forcats, ggstance, framecleaner, presenter, yardstick, BBmisc,
dials, readr, lubridate, party, data.table, FOCI, XICOR,

stats, rlist, broom, magrittr, ggeasy, ggplot2, jtools, gtools,
ggthemes, patchwork, tidyr, xgboost, flextable, parsnip,
recipes, rsample, tune, workflows, forcats, framecleaner,
presenter, yardstick, dials, readr, lubridate, party,
data.table, FOCI, XICOR, agtboost, nnet, recosystem, doParallel
Suggests: knitr, rmarkdown, parallel, igraph, moreparty, broom.mixed,
hardhat, glmnet, Ckmeans.1d.dp, ggstance, Matrix, BBmisc

ggthemes, patchwork, tidyr, xgboost, parsnip, recipes, rsample,
tune, workflows, framecleaner, presenter, yardstick, dials,
Suggests: knitr, rmarkdown, forcats, parallel, doParallel, igraph,
moreparty, broom.mixed, hardhat, flextable, glmnet,
Ckmeans.1d.dp, ggstance, Matrix, BBmisc, XICOR, readr,

Title: Automatic Structural Time Series Models
Description: Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components using the Kalman filter.
See Koopman, Siem Jan and Marios Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models <doi:10.1093/oxfordhb/9780195398649.013.0006>.
Imports: Matrix (>= 1.2), maxLik (>= 1.4), seastests (>= 0.14),
ggplot2 (>= 3.3), gridExtra (>= 2.3), strucchange (>= 1.5),
imputeTS (>= 3.1), foreach (>= 1.5), doSNOW (>= 1.0), parallel
Packaged: 2021-01-12 16:27:39 UTC; alex.hubbard

See Koopman, Siem Jan and Marius Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models <doi:10.1093/oxfordhb/9780195398649.013.0006>.
Packaged: 2021-01-19 22:28:52 UTC; alex.hubbard

Imports: Matrix (>= 1.2), maxLik (>= 1.4), forecast (>= 8.13),
gridExtra (>= 2.3), strucchange (>= 1.5), imputeTS (>= 3.1),
Packaged: 2021-03-01 18:13:21 UTC; alex.hubbard

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/>.
Packaged: 2021-04-06 15:46:32 UTC; alex.hubbard