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.
| Version: |
0.9.11 |
| Depends: |
R (≥ 2.15.0) |
| Published: |
2012-07-09 |
| Author: |
Jouni Helske |
| Maintainer: |
Jouni Helske <jouni.helske at jyu.fi> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| In views: |
TimeSeries |
| CRAN checks: |
KFAS results |
Downloads:
Reverse dependencies: