├── .Rbuildignore ├── .gitignore ├── .travis.yml ├── CODE_OF_CONDUCT.md ├── CRAN-SUBMISSION ├── DESCRIPTION ├── LICENSE ├── LICENSE.md ├── NAMESPACE ├── NEWS.md ├── R ├── AnsleyKohn.R ├── BlockMatrix.R ├── Cholesky.R ├── CombineSysMat.R ├── Components-BoxJenkins.R ├── Components-Regressors.R ├── Components-Unobserved.R ├── FedYieldCurve.R ├── GetSysMat.R ├── RcppExports.R ├── SimSmoother.R ├── StateSpaceEval.R ├── predict.R ├── statespacer-package.R ├── statespacer.R └── zzz.R ├── README.Rmd ├── README.md ├── _pkgdown.yml ├── cran-comments.md ├── data-raw ├── FedYieldCurve.R └── FedYieldCurve.csv ├── data └── FedYieldCurve.rda ├── docs ├── 404.html ├── CODE_OF_CONDUCT.html ├── LICENSE-text.html ├── LICENSE.html ├── apple-touch-icon-120x120.png ├── apple-touch-icon-152x152.png ├── apple-touch-icon-180x180.png ├── apple-touch-icon-60x60.png ├── apple-touch-icon-76x76.png ├── apple-touch-icon.png ├── articles │ ├── boxjenkins.html │ ├── boxjenkins_files │ │ ├── accessible-code-block-0.0.1 │ │ │ └── empty-anchor.js │ │ ├── anchor-sections-1.0 │ │ │ ├── anchor-sections.css │ │ │ └── anchor-sections.js │ │ ├── header-attrs-2.1 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.3 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.4 │ │ │ └── header-attrs.js │ │ └── header-attrs-2.5 │ │ │ └── header-attrs.js │ ├── dictionary.html │ ├── dictionary_files │ │ ├── accessible-code-block-0.0.1 │ │ │ └── empty-anchor.js │ │ ├── anchor-sections-1.0 │ │ │ ├── anchor-sections.css │ │ │ └── anchor-sections.js │ │ ├── header-attrs-2.1 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.3 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.4 │ │ │ └── header-attrs.js │ │ └── header-attrs-2.5 │ │ │ └── header-attrs.js │ ├── index.html │ ├── intro.html │ ├── intro_files │ │ ├── accessible-code-block-0.0.1 │ │ │ └── empty-anchor.js │ │ ├── anchor-sections-1.0 │ │ │ ├── anchor-sections.css │ │ │ └── anchor-sections.js │ │ ├── figure-html │ │ │ ├── unnamed-chunk-4-1.png │ │ │ └── unnamed-chunk-5-1.png │ │ ├── header-attrs-2.1 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.3 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.4 │ │ │ └── header-attrs.js │ │ └── header-attrs-2.5 │ │ │ └── header-attrs.js │ ├── seatbelt.html │ ├── seatbelt_files │ │ ├── accessible-code-block-0.0.1 │ │ │ └── empty-anchor.js │ │ ├── anchor-sections-1.0 │ │ │ ├── anchor-sections.css │ │ │ └── anchor-sections.js │ │ ├── figure-html │ │ │ ├── unnamed-chunk-3-1.png │ │ │ ├── unnamed-chunk-4-1.png │ │ │ ├── unnamed-chunk-5-1.png │ │ │ ├── unnamed-chunk-6-1.png │ │ │ ├── unnamed-chunk-8-1.png │ │ │ └── unnamed-chunk-8-2.png │ │ ├── header-attrs-2.1 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.3 │ │ │ └── header-attrs.js │ │ ├── header-attrs-2.4 │ │ │ └── header-attrs.js │ │ └── header-attrs-2.5 │ │ │ └── header-attrs.js │ ├── selfspec.html │ └── selfspec_files │ │ ├── accessible-code-block-0.0.1 │ │ └── empty-anchor.js │ │ ├── anchor-sections-1.0 │ │ ├── anchor-sections.css │ │ └── anchor-sections.js │ │ ├── figure-html │ │ ├── unnamed-chunk-8-1.png │ │ ├── unnamed-chunk-8-2.png │ │ └── unnamed-chunk-8-3.png │ │ ├── header-attrs-2.1 │ │ └── header-attrs.js │ │ ├── header-attrs-2.3 │ │ └── header-attrs.js │ │ ├── header-attrs-2.4 │ │ └── header-attrs.js │ │ └── header-attrs-2.5 │ │ └── header-attrs.js ├── authors.html ├── bootstrap-toc.css ├── bootstrap-toc.js ├── dev │ ├── 404.html │ ├── CODE_OF_CONDUCT.html │ ├── LICENSE-text.html │ ├── LICENSE.html │ ├── apple-touch-icon-120x120.png │ ├── apple-touch-icon-152x152.png │ ├── apple-touch-icon-180x180.png │ ├── apple-touch-icon-60x60.png │ ├── apple-touch-icon-76x76.png │ ├── apple-touch-icon.png │ ├── articles │ │ ├── boxjenkins.html │ │ ├── boxjenkins_files │ │ │ ├── accessible-code-block-0.0.1 │ │ │ │ └── empty-anchor.js │ │ │ ├── header-attrs-2.1 │ │ │ │ └── header-attrs.js │ │ │ ├── header-attrs-2.3 │ │ │ │ └── header-attrs.js │ │ │ └── header-attrs-2.4 │ │ │ │ └── header-attrs.js │ │ ├── dictionary.html │ │ ├── dictionary_files │ │ │ ├── accessible-code-block-0.0.1 │ │ │ │ └── empty-anchor.js │ │ │ ├── header-attrs-2.1 │ │ │ │ └── header-attrs.js │ │ │ ├── header-attrs-2.3 │ │ │ │ └── header-attrs.js │ │ │ └── header-attrs-2.4 │ │ │ │ └── header-attrs.js │ │ ├── index.html │ │ ├── intro.html │ │ ├── intro_files │ │ │ ├── accessible-code-block-0.0.1 │ │ │ │ └── empty-anchor.js │ │ │ ├── figure-html │ │ │ │ ├── unnamed-chunk-4-1.png │ │ │ │ └── unnamed-chunk-5-1.png │ │ │ ├── header-attrs-2.1 │ │ │ │ └── header-attrs.js │ │ │ ├── header-attrs-2.3 │ │ │ │ └── header-attrs.js │ │ │ └── header-attrs-2.4 │ │ │ │ └── header-attrs.js │ │ ├── seatbelt.html │ │ ├── seatbelt_files │ │ │ ├── accessible-code-block-0.0.1 │ │ │ │ └── empty-anchor.js │ │ │ ├── figure-html │ │ │ │ ├── unnamed-chunk-3-1.png │ │ │ │ ├── unnamed-chunk-4-1.png │ │ │ │ ├── unnamed-chunk-5-1.png │ │ │ │ ├── unnamed-chunk-6-1.png │ │ │ │ ├── unnamed-chunk-8-1.png │ │ │ │ └── unnamed-chunk-8-2.png │ │ │ ├── header-attrs-2.1 │ │ │ │ └── header-attrs.js │ │ │ ├── header-attrs-2.3 │ │ │ │ └── header-attrs.js │ │ │ └── header-attrs-2.4 │ │ │ │ └── header-attrs.js │ │ ├── selfspec.html │ │ └── selfspec_files │ │ │ ├── accessible-code-block-0.0.1 │ │ │ └── empty-anchor.js │ │ │ ├── figure-html │ │ │ ├── unnamed-chunk-8-1.png │ │ │ ├── unnamed-chunk-8-2.png │ │ │ └── unnamed-chunk-8-3.png │ │ │ ├── header-attrs-2.1 │ │ │ └── header-attrs.js │ │ │ ├── header-attrs-2.3 │ │ │ └── header-attrs.js │ │ │ └── header-attrs-2.4 │ │ │ └── header-attrs.js │ ├── authors.html │ ├── bootstrap-toc.css │ ├── bootstrap-toc.js │ ├── docsearch.css │ ├── docsearch.js │ ├── docsearch.json │ ├── extra.css │ ├── favicon-16x16.png │ ├── favicon-32x32.png │ ├── favicon.ico │ ├── index.html │ ├── link.svg │ ├── logo.png │ ├── news │ │ └── index.html │ ├── pkgdown.css │ ├── pkgdown.js │ ├── pkgdown.yml │ ├── reference │ │ ├── BlockMatrix.html │ │ ├── Cholesky.html │ │ ├── CoeffARMA.html │ │ ├── Rplot001.png │ │ ├── Rplot002.png │ │ ├── SimSmoother.html │ │ ├── StateSpaceEval.html │ │ ├── StateSpaceFit-1.png │ │ ├── StateSpaceFit-2.png │ │ ├── StateSpaceFit.html │ │ ├── StateSpaceForecast-1.png │ │ ├── StateSpaceForecast.html │ │ ├── figures │ │ │ ├── README-unnamed-chunk-4-1.png │ │ │ └── logo.png │ │ ├── index.html │ │ ├── predict.statespacer-1.png │ │ ├── predict.statespacer.html │ │ ├── statespacer-1.png │ │ ├── statespacer-2.png │ │ ├── statespacer-package.html │ │ └── statespacer.html │ └── sitemap.xml ├── docsearch.css ├── docsearch.js ├── docsearch.json ├── extra.css ├── favicon-16x16.png ├── favicon-32x32.png ├── favicon.ico ├── index.html ├── link.svg ├── logo.png ├── news │ └── index.html ├── pkgdown.css ├── pkgdown.js ├── pkgdown.yml ├── reference │ ├── BlockMatrix.html │ ├── Cholesky.html │ ├── CoeffARMA.html │ ├── FedYieldCurve.html │ ├── Rplot001.png │ ├── Rplot002.png │ ├── SimSmoother-1.png │ ├── SimSmoother.html │ ├── StateSpaceEval.html │ ├── StateSpaceFit-1.png │ ├── StateSpaceFit-2.png │ ├── StateSpaceFit.html │ ├── StateSpaceForecast-1.png │ ├── StateSpaceForecast.html │ ├── figures │ │ ├── README-unnamed-chunk-4-1.png │ │ └── logo.png │ ├── index.html │ ├── predict.statespacer-1.png │ ├── predict.statespacer.html │ ├── statespacer-1.png │ ├── statespacer-2.png │ ├── statespacer-package.html │ └── statespacer.html └── sitemap.xml ├── inst ├── CITATION └── REFERENCES.bib ├── man ├── BlockMatrix.Rd ├── Cholesky.Rd ├── CoeffARMA.Rd ├── FedYieldCurve.Rd ├── SimSmoother.Rd ├── figures │ ├── README-unnamed-chunk-4-1.png │ └── logo.png ├── predict.statespacer.Rd ├── statespacer-package.Rd └── statespacer.Rd ├── pkgdown ├── extra.css └── favicon │ ├── apple-touch-icon-120x120.png │ ├── apple-touch-icon-152x152.png │ ├── apple-touch-icon-180x180.png │ ├── apple-touch-icon-60x60.png │ ├── apple-touch-icon-76x76.png │ ├── apple-touch-icon.png │ ├── favicon-16x16.png │ ├── favicon-32x32.png │ └── favicon.ico ├── src ├── .gitignore ├── ExtractComponentC.cpp ├── FastSmootherC.cpp ├── KalmanC.cpp ├── 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