Hi,
Rob Hyndman's forecast package does exponential smoothing forecasting
based on state space models (and lots of other stuff, ARIMA et al.).
It's not exactly the companion package to his book, but it comes close.
The book's ("Forecasting with Exponential Smoothing - The State Space
Approach") webpage is here:
http://www.exponentialsmoothing.net/
HTH,
Stephan
Giovanni Petris schrieb:
Hello everybody,
I am writing a review paper about State Space models in R, and I would
like to cover as many packages as I reasonably can.
So far I am familiar with the following tools to deal with SS models:
* StructTS, Kalman* (in stats)
* packages dse[1-2]
* package sspir
* package dlm
I would like to have some input from users who work with SS models:
are there any other packages for SS models that I am missing?, which
package do you use and why?, what do you think are advantages/
disadvantages of the package you use?
Of course I do have my own preferences (biased, of course) and
opinions about the different packages, but I would also like to
summarize in my paper the feedback I get from the R community.
Thank you in advance.
Best,
Giovanni Petris
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