KFAS: Kalman Filter and Smoother for Exponential Family State Space Models

Functions for Kalman filtering, smoothing, forecasting and simulation of multivariate exponential family state space models with exact diffuse initialization and sequential processing.

Version: 1.2.4
Depends: R (≥ 3.1.0)
Imports: stats
Suggests: MASS, testthat, knitr, lme4
Published: 2016-07-29
Author: Jouni Helske
Maintainer: Jouni Helske <jouni.helske at jyu.fi>
BugReports: https://github.com/helske/KFAS/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: KFAS citation info
Materials: ChangeLog
In views: TimeSeries
CRAN checks: KFAS results


Reference manual: KFAS.pdf
Vignettes: KFAS: Exponential Family State Space Models in R
Package source: KFAS_1.2.4.tar.gz
Windows binaries: r-devel: KFAS_1.2.4.zip, r-release: KFAS_1.2.4.zip, r-oldrel: KFAS_1.2.4.zip
OS X Mavericks binaries: r-release: KFAS_1.2.4.tgz, r-oldrel: KFAS_1.2.4.tgz
Old sources: KFAS archive

Reverse dependencies:

Reverse depends: rucm
Reverse imports: dcmr, dlmodeler, MARSS, networkTomography, tsPI
Reverse suggests: ggfortify, KFKSDS, tscount


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