KFAS (1.3.2)
Kalman Filter and Smoother for Exponential Family State Space Models.
http://cran.rproject.org/web/packages/KFAS
State space modelling is an efficient and flexible framework for statistical inference of a broad class of time series and other data. KFAS includes computationally efficient functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions. See the paper by Helske (2017) for details.
Maintainer:
Jouni Helske
Author(s): Jouni Helske <jouni.helske@iki.fi>
License: GPL (>= 2)
Uses: Matrix, lme4, MASS, testthat, knitr
Reverse depends: MARSS, networkTomography, Peak2Trough, rucm, sspir
Reverse suggests: bssm, dlmodeler, ggfortify, MARSS, tscount
Released 1 day ago.
39 previous versions
 KFAS_1.3.1. Released 5 months ago.
 KFAS_1.3.0. Released 6 months ago.
 KFAS_1.2.9. Released 9 months ago.
 KFAS_1.2.8. Released 12 months ago.
 KFAS_1.2.6. Released about 1 year ago.
 KFAS_1.2.5. Released over 1 year ago.
 KFAS_1.2.4. Released almost 2 years ago.
 KFAS_1.2.3. Released almost 2 years ago.
 KFAS_1.2.2. Released about 2 years ago.
 KFAS_1.2.1. Released over 2 years ago.
 KFAS_1.2.0. Released over 2 years ago.
 KFAS_1.1.2. Released almost 3 years ago.
 KFAS_1.1.1. Released about 3 years ago.
 KFAS_1.1.0. Released about 3 years ago.
 KFAS_1.0.41. Released almost 4 years ago.
 KFAS_1.0.4. Released almost 4 years ago.
 KFAS_1.0.3. Released about 4 years ago.
 KFAS_1.0.2. Released over 4 years ago.
 KFAS_0.9.11. Released almost 6 years ago.
 KFAS_0.9.9. Released almost 6 years ago.
 KFAS_0.6.1. Released about 7 years ago.
 KFAS_0.6.0. Released about 8 years ago.
 KFAS_0.5.7. Released over 8 years ago.
 KFAS_0.5.3. Released over 8 years ago.
 KFAS_0.5.2. Released over 8 years ago.
 KFAS_0.5.1. Released over 8 years ago.
 KFAS_0.5.0. Released over 8 years ago.
 KFAS_0.4.9. Released over 8 years ago.
 KFAS_0.4.8. Released over 8 years ago.
 KFAS_0.4.7. Released over 8 years ago.
 KFAS_0.4.6. Released over 8 years ago.
 KFAS_0.4.5. Released over 8 years ago.
 KFAS_0.4.4. Released over 8 years ago.
 KFAS_0.4.3. Released over 8 years ago.
 KFAS_0.4.2. Released over 8 years ago.
 KFAS_0.4.1. Released over 8 years ago.
 KFAS_0.3.3. Released over 8 years ago.
 KFAS_0.3.2. Released almost 9 years ago.
 KFAS_0.3.1. Released almost 9 years ago.
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