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State space modelling is an efficient and flexible framework for statistical inference of a broad class of time series and other data. KFAS includes computationally efficient functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions. See the paper by Helske (2017) <doi:10.18637/jss.v078.i10> for details.

copied from cf-staging / r-kfas
Type Size Name Uploaded Downloads Labels
conda 775.5 kB | win-64/r-kfas-1.5.1-r44hde43a15_1.conda  6 months and 24 days ago 324 main
conda 770.5 kB | win-64/r-kfas-1.5.1-r43hde43a15_1.conda  6 months and 24 days ago 320 main
conda 778.8 kB | osx-64/r-kfas-1.5.1-r43h1a5884e_1.conda  6 months and 24 days ago 161 main
conda 784.5 kB | osx-64/r-kfas-1.5.1-r44h1a5884e_1.conda  6 months and 24 days ago 179 main
conda 783.1 kB | linux-64/r-kfas-1.5.1-r43h61c59f8_1.conda  6 months and 24 days ago 802 main
conda 788.5 kB | linux-64/r-kfas-1.5.1-r44h61c59f8_1.conda  6 months and 24 days ago 810 main
conda 749.9 kB | win-64/r-kfas-1.5.1-r41hed7de19_0.conda  1 year and 4 months ago 329 main
conda 779.1 kB | osx-64/r-kfas-1.5.1-r43hcebeb90_0.conda  1 year and 4 months ago 167 main
conda 779.8 kB | osx-64/r-kfas-1.5.1-r42hcebeb90_0.conda  1 year and 4 months ago 172 main
conda 783.8 kB | linux-64/r-kfas-1.5.1-r43hd9ac46e_0.conda  1 year and 4 months ago 1241 main
conda 783.5 kB | linux-64/r-kfas-1.5.1-r42hd9ac46e_0.conda  1 year and 4 months ago 1175 main
conda 749.8 kB | win-64/r-kfas-1.5.0-r41hed7de19_1.conda  1 year and 7 months ago 435 main
conda 779.2 kB | osx-64/r-kfas-1.5.0-r42hcebeb90_1.conda  1 year and 7 months ago 205 main
conda 778.8 kB | osx-64/r-kfas-1.5.0-r43hcebeb90_1.conda  1 year and 7 months ago 195 main
conda 783.1 kB | linux-64/r-kfas-1.5.0-r43hd9ac46e_1.conda  1 year and 7 months ago 1357 main
conda 783.1 kB | linux-64/r-kfas-1.5.0-r42hd9ac46e_1.conda  1 year and 7 months ago 1355 main
conda 748.5 kB | win-64/r-kfas-1.5.0-r41hed7de19_0.conda  1 year and 11 months ago 540 main
conda 771.1 kB | osx-64/r-kfas-1.5.0-r41h63324e3_0.conda  1 year and 11 months ago 185 main
conda 771.5 kB | osx-64/r-kfas-1.5.0-r42h63324e3_0.conda  1 year and 11 months ago 202 main
conda 776.0 kB | linux-64/r-kfas-1.5.0-r42hb20cf53_0.conda  1 year and 11 months ago 1620 main
conda 776.2 kB | linux-64/r-kfas-1.5.0-r41hb20cf53_0.conda  1 year and 11 months ago 1532 main
conda 901.1 kB | win-64/r-kfas-1.4.6-r41hed7de19_1.tar.bz2  2 years and 3 months ago 535 main
conda 928.0 kB | osx-64/r-kfas-1.4.6-r41h63324e3_1.tar.bz2  2 years and 3 months ago 67 main
conda 930.8 kB | osx-64/r-kfas-1.4.6-r42h63324e3_1.tar.bz2  2 years and 3 months ago 67 main
conda 926.3 kB | linux-64/r-kfas-1.4.6-r42hb361e29_1.tar.bz2  2 years and 3 months ago 2112 main
conda 938.4 kB | linux-64/r-kfas-1.4.6-r41hb361e29_1.tar.bz2  2 years and 3 months ago 1688 main
conda 920.6 kB | win-64/r-kfas-1.4.6-r40hb106f1f_0.tar.bz2  3 years and 7 months ago 750 main
conda 898.3 kB | win-64/r-kfas-1.4.6-r41hb106f1f_0.tar.bz2  3 years and 7 months ago 752 main
conda 914.1 kB | osx-64/r-kfas-1.4.6-r40h30cbcce_0.tar.bz2  3 years and 7 months ago 128 main
conda 930.1 kB | osx-64/r-kfas-1.4.6-r41h30cbcce_0.tar.bz2  3 years and 7 months ago 123 main
conda 931.0 kB | linux-64/r-kfas-1.4.6-r41h52d45c5_0.tar.bz2  3 years and 7 months ago 3128 main
conda 935.1 kB | linux-64/r-kfas-1.4.6-r40h52d45c5_0.tar.bz2  3 years and 7 months ago 2278 main
conda 916.3 kB | osx-64/r-kfas-1.4.5-r40h30cbcce_0.tar.bz2  3 years and 7 months ago 124 main
conda 938.7 kB | win-64/r-kfas-1.4.5-r40hb106f1f_0.tar.bz2  3 years and 7 months ago 765 main
conda 896.9 kB | win-64/r-kfas-1.4.5-r41hb106f1f_0.tar.bz2  3 years and 7 months ago 752 main
conda 928.5 kB | osx-64/r-kfas-1.4.5-r41h30cbcce_0.tar.bz2  3 years and 7 months ago 126 main
conda 914.6 kB | linux-64/r-kfas-1.4.5-r41h52d45c5_0.tar.bz2  3 years and 7 months ago 2269 main
conda 935.4 kB | linux-64/r-kfas-1.4.5-r40h52d45c5_0.tar.bz2  3 years and 7 months ago 2259 main
conda 959.0 kB | win-64/r-kfas-1.4.4-r40hb106f1f_0.tar.bz2  3 years and 8 months ago 778 main
conda 925.5 kB | win-64/r-kfas-1.4.4-r41hb106f1f_0.tar.bz2  3 years and 8 months ago 771 main
conda 955.4 kB | osx-64/r-kfas-1.4.4-r41h30cbcce_0.tar.bz2  3 years and 8 months ago 126 main
conda 951.1 kB | linux-64/r-kfas-1.4.4-r41h52d45c5_0.tar.bz2  3 years and 8 months ago 2265 main
conda 947.3 kB | osx-64/r-kfas-1.4.4-r40h30cbcce_0.tar.bz2  3 years and 8 months ago 127 main
conda 950.8 kB | osx-64/r-kfas-1.4.4-r36h30cbcce_0.tar.bz2  3 years and 8 months ago 125 main
conda 947.5 kB | osx-64/r-kfas-1.4.4-r36h1200eef_0.tar.bz2  3 years and 11 months ago 424 main
conda 956.5 kB | osx-64/r-kfas-1.4.4-r40h1200eef_0.tar.bz2  3 years and 11 months ago 427 main
conda 950.6 kB | linux-64/r-kfas-1.4.4-r36h52d45c5_0.tar.bz2  3 years and 11 months ago 2691 main
conda 957.2 kB | linux-64/r-kfas-1.4.4-r40h52d45c5_0.tar.bz2  3 years and 11 months ago 2733 main

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