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.
Package details 


Author  Jouni Helske <jouni.helske@jyu.fi> 
Maintainer  Jouni Helske <jouni.helske@jyu.fi> 
License  GPL (>= 2) 
Version  0.9.11 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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