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

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

Getting started

Package details

AuthorJouni Helske <jouni.helske@jyu.fi>
MaintainerJouni Helske <jouni.helske@jyu.fi>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
jrnold/KFAS documentation built on May 19, 2019, 11:55 p.m.