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

Canonical link: https://rscholar.com/pkg/KFAS

Jouni Helske • View description and downloads View dependencies GitHub project

2009 Published

0 Citations

1 Authors

58 Revisions

1.6.0 Version

GPL-2 License

Referenced by ⇅	Year
bssm: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models (Version 2.0.3)	2017
rucm: Implementation of Unobserved Components Model (UCM) (Version 0.6)	2014
tsPI: Improved Prediction Intervals for ARIMA Processes and Structural Time Series (Version 1.0.4)	2015
walker: Bayesian Generalized Linear Models with Time-Varying Coefficients (Version 1.0.10)	2017
CausalMBSTS: MBSTS Models for Causal Inference and Forecasting (Version 0.1.1)	2020
MARSS: Multivariate Autoregressive State-Space Modeling (Version 3.11.10)	2010
MaddisonData: Maddison Project Data (Version 1.1.0)	2025
REPS Statistics: (Version )	0
RGAP: Production Function Output Gap Estimation (Version 0.1.1)	2023
TSPred: Functions for Benchmarking Time Series Prediction (Version 5.1.1)	2015
bssm Models: (Version )	0
cbsREPS Statistics: (Version )	0
countSTAR: Flexible Modeling of Count Data (Version 1.0.2)	2023
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.19)	2015
mbsts: Multivariate Bayesian Structural Time Series (Version 3.0)	2020
reviser: Analyzing Revisions in Real-Time Time Series Vintages (Version 0.1.0)	2026
sarima: Simulation and Prediction with Seasonal ARIMA Models (Version 0.9.5)	2017
sectorgap: Consistent Economic Trend Cycle Decomposition (Version 0.1.0)	2024
tsgc: Time Series Methods Based on Growth Curves (Version 0.0)	2024
tspredit: Time Series Prediction with Integrated Tuning (Version 1.2.747)	2023
walker Coefficients: (Version )	0

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