State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. KFAS includes fast functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions.
|Author||Jouni Helske <[email protected]>|
|Date of publication||2018-01-04 14:50:00 UTC|
|Maintainer||Jouni Helske <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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