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 <firstname.lastname@example.org>|
|Date of publication||2016-12-23 17:21:04|
|Maintainer||Jouni Helske <email@example.com>|
|License||GPL (>= 2)|
alcohol: Alcohol related deaths in Finland 1969-2013
approxSSM: Linear Gaussian Approximation for Exponential Family State...
artransform: Mapping real valued parameters to stationary region
boat: Oxford-Cambridge boat race results 1829-2011
checkModel: Test whether object is a valid 'SSModel' object
coef.SSModel: Smoothed Estimates or One-step-ahead Predictions of States
Extract.SSModel: Extract or Replace Parts of a State Space Model
fitSSM: Maximum Likelihood Estimation of a State Space Model
fitted.SSModel: Smoothed Estimates or One-step-ahead Predictions of Fitted...
GlobalTemp: Two series of average global temperature deviations for years...
hatvalues.KFS: Extract Hat Values from KFS Output
importanceSSM: Importance Sampling of Exponential Family State Space Model
KFAS: KFAS: Functions for Exponential Family State Space Models
KFAS-defunct: Defunct Functions of Package KFAS
KFS: Kalman Filter and Smoother with Exact Diffuse Initialization...
ldl: LDL Decomposition of a Matrix
logLik.SSModel: Log-likelihood of the State Space Model.
mvInnovations: Multivariate Innovations
plot.SSModel: Diagnostic Plots of State Space Models
predict.SSModel: State Space Model Predictions
print.KFS: Print Ouput of Kalman Filter and Smoother
print.SSModel: Print SSModel Object
rename_states: Rename the States of SSModel Object
residuals.KFS: Extract Residuals of KFS output
rstandard.KFS: Extract Standardized Residuals from KFS output
sexratio: Number of males and females born in Finland from 1751 to 2011
signal: Extracting the Partial Signal Of a State Space Model
simulateSSM: Simulation of a Gaussian State Space Model
SSModel: Create a State Space Model Object of Class SSModel
transformSSM: Transform Multivariate State Space Model for Sequential...