A locally-linear state-space model (LLM-SSM) for calculating trend and rate of change of the trend from time series data.

A locally-linear state-space model (LLM-SSM) for calculating trend and rate of change of the trend from time series data. Uses a Diffuse Kalman Filter (de Jong, Piet. 1991. doi:10.1214/aos/1176348139).

Locally-linear state-space model.

Fit a locally-linear state-space model (LLM-SSM) to time series data.

Lightweight R package.

Very lightweight R package designed to analyse time series data.

Uses a Diffuse Kalman Filter.

This tool uses a Diffuse Kalman Filter meaning parameters are estimated for you to best fit your data.