KFAS (1.2.2)

Kalman Filter and Smoother for Exponential Family State Space Models.

http://cran.r-project.org/web/packages/KFAS

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, networkTomography, Peak2Trough, rucm, sspir
Reverse suggests: bssm, dlmodeler, ggfortify, MARSS, tscount

Released over 2 years ago.