KFAS (1.1.0)

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.

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

License: GPL (>= 2)

Uses: lme4, MASS, testthat, knitr
Reverse depends: MARSS, mbsts, networkTomography, Peak2Trough, rucm, sspir
Reverse suggests: bssm, dlmodeler, ggfortify, MARSS, tscount

Released almost 5 years ago.