Function reference • statespacer

State Space Model
`statespacer()`	State Space Model Fitting
`predict(<statespacer>)`	State Space Model Forecasting
`SimSmoother()`	Generating Random Samples using the Simulation Smoother
Parameter Transformations
`Cholesky()`	Construct a Valid Variance - Covariance Matrix
`CoeffARMA()`	Transform arbitrary matrices into ARMA coefficient matrices
Matrix Utilities
`BlockMatrix()`	Combine Matrices into a Block Diagonal Matrix
Datasets
`FedYieldCurve`	Federal Reserve Interest Rates

Reference