Package: tsissm
Type: Package
Title: Linear Innovations State Space Unobserved Components Model
Version: 1.0.3
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre"), comment = c(ORCID = "0009-0000-9308-0457"), email = "alexios@4dscape.com"))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Description: Unobserved components time series model using the linear
        innovations state space representation (single source of error)
        with choice of error distributions and option for dynamic
        variance. Methods for estimation using automatic
        differentiation, automatic model selection and ensembling,
        prediction, filtering, simulation and backtesting. Based on the
        model described in Hyndman et al (2012)
        <doi:10.1198/jasa.2011.tm09771>.
Depends: R (>= 4.1.0), Rcpp (>= 0.12.9), tsmethods (>= 1.0.0)
LinkingTo: Rcpp (>= 0.12.9), TMB, RcppEigen
Imports: TMB (>= 1.7.20), methods, tsaux, tsdistributions, zoo, xts,
        copula, flextable, data.table, sandwich, nloptr, RTMB,
        viridisLite, future, future.apply, progressr
Suggests: rmarkdown, tstests, knitr, testthat (>= 3.0.0)
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.3.2
VignetteBuilder: knitr
LazyData: true
URL: https://github.com/tsmodels/tsissm,
        https://www.nopredict.com/packages/tsissm
Config/testthat/edition: 3
Config/pak/sysreqs: libcairo2-dev cmake libfontconfig1-dev
        libfreetype6-dev libfribidi-dev make libgsl0-dev
        libharfbuzz-dev libicu-dev libjpeg-dev libpng-dev libtiff-dev
        libuv1-dev libwebp-dev libxml2-dev libssl-dev
Repository: https://tsmodels.r-universe.dev
Date/Publication: 2026-07-04 22:57:05 UTC
RemoteUrl: https://github.com/tsmodels/tsissm
RemoteRef: HEAD
RemoteSha: 1e8c8af85116a44f40be09b25323becf4b24bf47
NeedsCompilation: yes
Packaged: 2026-07-05 00:04:03 UTC; root
Author: Alexios Galanos [aut, cre] (ORCID:
    <https://orcid.org/0009-0000-9308-0457>)