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authorskreuzer <skreuzer@FreeBSD.org>2013-09-28 00:00:34 +0800
committerskreuzer <skreuzer@FreeBSD.org>2013-09-28 00:00:34 +0800
commit458193592927cd3cd7d852eaf3a1aa298053676f (patch)
tree4086eeece09a5ea4b12cd096b7d5fbd5e875eb63
parent4a9cf07c8eb0650eb738869093a65dce1e3880eb (diff)
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A glm-like formula language to define dynamic generalized
linear models (state space models). Includes functions for Kalman filtering and smoothing. Estimation of variance matrices can be performed using the EM algorithm in case of Gaussian models. WWW: http://cran.r-project.org/web/packages/sspir/
-rw-r--r--math/Makefile1
-rw-r--r--math/R-cran-sspir/Makefile18
-rw-r--r--math/R-cran-sspir/distinfo2
-rw-r--r--math/R-cran-sspir/pkg-descr9
4 files changed, 30 insertions, 0 deletions
diff --git a/math/Makefile b/math/Makefile
index 26ee4a690243..b3e936560861 100644
--- a/math/Makefile
+++ b/math/Makefile
@@ -39,6 +39,7 @@
SUBDIR += R-cran-sm
SUBDIR += R-cran-sp
SUBDIR += R-cran-spdep
+ SUBDIR += R-cran-sspir
SUBDIR += R-cran-stabledist
SUBDIR += R-cran-xts
SUBDIR += R-cran-zoo
diff --git a/math/R-cran-sspir/Makefile b/math/R-cran-sspir/Makefile
new file mode 100644
index 000000000000..918e56dd41f6
--- /dev/null
+++ b/math/R-cran-sspir/Makefile
@@ -0,0 +1,18 @@
+# Created by: Steven Kreuzer <skreuzer@FreeBSD.org>
+# $FreeBSD$
+
+PORTNAME= sspir
+PORTVERSION= 0.2.10
+CATEGORIES= math
+DISTNAME= ${PORTNAME}_${PORTVERSION}
+
+MAINTAINER= skreuzer@FreeBSD.org
+COMMENT= A glm-like formula to define dynamic generalized linear models
+
+RUN_DEPENDS= R-cran-mvtnorm>0.9.96_11:${PORTSDIR}/math/R-cran-mvtnorm \
+ R-cran-KFAS>0.9.11_3:${PORTSDIR}/math/R-cran-KFAS
+
+USE_R_MOD= yes
+R_MOD_AUTOPLIST= yes
+
+.include <bsd.port.mk>
diff --git a/math/R-cran-sspir/distinfo b/math/R-cran-sspir/distinfo
new file mode 100644
index 000000000000..03e66166120b
--- /dev/null
+++ b/math/R-cran-sspir/distinfo
@@ -0,0 +1,2 @@
+SHA256 (sspir_0.2.10.tar.gz) = 2978733b84d1672b509b81d726777ce6fa1261325144691070d0acb96ac723c4
+SIZE (sspir_0.2.10.tar.gz) = 37869
diff --git a/math/R-cran-sspir/pkg-descr b/math/R-cran-sspir/pkg-descr
new file mode 100644
index 000000000000..25cf123bbc0b
--- /dev/null
+++ b/math/R-cran-sspir/pkg-descr
@@ -0,0 +1,9 @@
+A glm-like formula language to define dynamic generalized
+linear models (state space models).
+
+Includes functions for Kalman filtering and smoothing.
+
+Estimation of variance matrices can be performed using
+the EM algorithm in case of Gaussian models.
+
+WWW: http://cran.r-project.org/web/packages/sspir/