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

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

Version: 1.0.3
Depends: R (≥ 3.0.0)
Imports: stats
Suggests: MASS, testthat
Published: 2014-03-26
Author: Jouni Helske
Maintainer: Jouni Helske <jouni.helske at jyu.fi>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
In views: TimeSeries
CRAN checks: KFAS results


Reference manual: KFAS.pdf
Package source: KFAS_1.0.3.tar.gz
MacOS X binary: KFAS_1.0.3.tgz
Windows binary: KFAS_1.0.3.zip
Old sources: KFAS archive

Reverse dependencies:

Reverse imports: dlmodeler, MARSS, networkTomography