Man pages for jrnold/KFAS
Kalman Filter and Smoother for Exponential Family State Space Models.
| approxSSM | Linear Gaussian Approximation for Non-Gaussian State Space... |
| arimaSSM | Create a State Space Representation of ARIMA Model |
| boat | Oxford-Cambridge boat race results 1829-2000 |
| combine.SSModel | Combine State Space Model Objects of class 'SSModel' |
| fitSSM | Maximum Likelihood Estimation of a State Space Model |
| GlobalTemp | Two series of average global temperature deviations for years... |
| importanceSSM | Importance Sampling of Non-Gaussian State Space Model |
| KFAS | KFAS: Functions for Gaussian and Non-Gaussian State Space... |
| KFS | Kalman Filter and Smoother with Exact Diffuse Initialization... |
| ldl | LDL Decomposition of a Matrix |
| logLik.SSModel | Log-likelihood of the State Space Model. |
| plot.approxSSM | Plot Approximating Gaussian State Space Model |
| plot.KFS | Plot Ouput of Kalman Filter and Smoother |
| predict.KFS | Estimate the Missing Observations of a State Space Model |
| print.KFS | Print Ouput of Kalman Filter and Smoother |
| print.SSModel | Print SSModel Object |
| regSSM | Create a State Space Model Representation of Linear... |
| residuals.KFS | Extract Standardized Residuals of Kalman Filter and Smoother... |
| signal | Extract the filtered or smoothed signal of a State Space... |
| simulateSSM | Simulation of a Gaussian State Space Model |
| SSModel | Create a State Space Model Object of class 'SSModel' |
| structSSM | Create a Structural Time Series State Space Model |
| transformSSM | Transform the SSModel object with multivariate observations |
