Functions for Kalman filtering, smoothing, forecasting and simulation of multivariate exponential family state space models with exact diffuse initialization and sequential processing.
| Version: | 1.2.1 |
| Depends: | R (≥ 3.1.0) |
| Imports: | stats |
| Suggests: | MASS, testthat, knitr, lme4 |
| Published: | 2016-02-05 |
| Author: | Jouni Helske |
| Maintainer: | Jouni Helske <jouni.helske at jyu.fi> |
| BugReports: | https://github.com/helske/KFAS/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | KFAS citation info |
| Materials: | ChangeLog |
| In views: | TimeSeries |
| CRAN checks: | KFAS results |
| Reference manual: | KFAS.pdf |
| Vignettes: |
KFAS: Exponential Family State Space Models in R |
| Package source: | KFAS_1.2.1.tar.gz |
| Windows binaries: | r-devel: KFAS_1.2.1.zip, r-release: KFAS_1.2.1.zip, r-oldrel: KFAS_1.2.1.zip |
| OS X Snow Leopard binaries: | r-release: KFAS_1.2.1.tgz, r-oldrel: KFAS_1.1.1.tgz |
| OS X Mavericks binaries: | r-release: KFAS_1.2.1.tgz |
| Old sources: | KFAS archive |
| Reverse depends: | rucm |
| Reverse imports: | dcmr, dlmodeler, MARSS, networkTomography, tsPI |
| Reverse suggests: | ggfortify, KFKSDS |