KFAS (0.9.9)

Kalman Filter and Smoother for Exponential Family State Space Models..


Package KFAS provides functions for Kalman filtering, smoothing, forecasting and simulation of Gaussian, Poisson and Binomial state space models with exact diffuse initialization when distributions of some or all elements of initial state vector are unknown.

Maintainer: Jouni Helske
Author(s): Jouni Helske <jouni.helske@jyu.fi>

License: GPL (>= 2)

Uses: Does not use any package
Reverse depends: MARSS, mbsts, networkTomography, Peak2Trough, rucm, sspir
Reverse suggests: bssm, dlmodeler, ggfortify, MARSS, tscount

Released over 7 years ago.