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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 901.1 kB | win-64/r-kfas-1.4.6-r41hed7de19_1.tar.bz2  2 years and 2 months ago 532 main
conda 928.0 kB | osx-64/r-kfas-1.4.6-r41h63324e3_1.tar.bz2  2 years and 2 months ago 67 main
conda 930.8 kB | osx-64/r-kfas-1.4.6-r42h63324e3_1.tar.bz2  2 years and 2 months ago 67 main
conda 926.3 kB | linux-64/r-kfas-1.4.6-r42hb361e29_1.tar.bz2  2 years and 2 months ago 1973 main
conda 938.4 kB | linux-64/r-kfas-1.4.6-r41hb361e29_1.tar.bz2  2 years and 2 months ago 1553 main
conda 920.6 kB | win-64/r-kfas-1.4.6-r40hb106f1f_0.tar.bz2  3 years and 6 months ago 747 main
conda 898.3 kB | win-64/r-kfas-1.4.6-r41hb106f1f_0.tar.bz2  3 years and 6 months ago 749 main
conda 914.1 kB | osx-64/r-kfas-1.4.6-r40h30cbcce_0.tar.bz2  3 years and 6 months ago 128 main
conda 930.1 kB | osx-64/r-kfas-1.4.6-r41h30cbcce_0.tar.bz2  3 years and 6 months ago 123 main
conda 931.0 kB | linux-64/r-kfas-1.4.6-r41h52d45c5_0.tar.bz2  3 years and 6 months ago 2986 main
conda 935.1 kB | linux-64/r-kfas-1.4.6-r40h52d45c5_0.tar.bz2  3 years and 6 months ago 2148 main

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