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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 16 days ago 223 main
conda 770.5 kB | win-64/r-kfas-1.5.1-r43hde43a15_1.conda  6 months and 16 days ago 225 main
conda 778.8 kB | osx-64/r-kfas-1.5.1-r43h1a5884e_1.conda  6 months and 16 days ago 126 main
conda 784.5 kB | osx-64/r-kfas-1.5.1-r44h1a5884e_1.conda  6 months and 16 days ago 145 main
conda 783.1 kB | linux-64/r-kfas-1.5.1-r43h61c59f8_1.conda  6 months and 16 days ago 754 main
conda 788.5 kB | linux-64/r-kfas-1.5.1-r44h61c59f8_1.conda  6 months and 16 days ago 757 main
conda 749.9 kB | win-64/r-kfas-1.5.1-r41hed7de19_0.conda  1 year and 4 months ago 276 main
conda 779.1 kB | osx-64/r-kfas-1.5.1-r43hcebeb90_0.conda  1 year and 4 months ago 132 main
conda 779.8 kB | osx-64/r-kfas-1.5.1-r42hcebeb90_0.conda  1 year and 4 months ago 141 main
conda 783.8 kB | linux-64/r-kfas-1.5.1-r43hd9ac46e_0.conda  1 year and 4 months ago 1194 main
conda 783.5 kB | linux-64/r-kfas-1.5.1-r42hd9ac46e_0.conda  1 year and 4 months ago 1138 main
conda 749.8 kB | win-64/r-kfas-1.5.0-r41hed7de19_1.conda  1 year and 7 months ago 378 main
conda 779.2 kB | osx-64/r-kfas-1.5.0-r42hcebeb90_1.conda  1 year and 7 months ago 163 main
conda 778.8 kB | osx-64/r-kfas-1.5.0-r43hcebeb90_1.conda  1 year and 7 months ago 153 main
conda 783.1 kB | linux-64/r-kfas-1.5.0-r43hd9ac46e_1.conda  1 year and 7 months ago 1308 main
conda 783.1 kB | linux-64/r-kfas-1.5.0-r42hd9ac46e_1.conda  1 year and 7 months ago 1302 main
conda 748.5 kB | win-64/r-kfas-1.5.0-r41hed7de19_0.conda  1 year and 11 months ago 492 main
conda 771.1 kB | osx-64/r-kfas-1.5.0-r41h63324e3_0.conda  1 year and 11 months ago 150 main
conda 771.5 kB | osx-64/r-kfas-1.5.0-r42h63324e3_0.conda  1 year and 11 months ago 159 main
conda 776.0 kB | linux-64/r-kfas-1.5.0-r42hb20cf53_0.conda  1 year and 11 months ago 1577 main
conda 776.2 kB | linux-64/r-kfas-1.5.0-r41hb20cf53_0.conda  1 year and 11 months ago 1482 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 2095 main
conda 938.4 kB | linux-64/r-kfas-1.4.6-r41hb361e29_1.tar.bz2  2 years and 3 months ago 1669 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 3106 main
conda 935.1 kB | linux-64/r-kfas-1.4.6-r40h52d45c5_0.tar.bz2  3 years and 7 months ago 2259 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 2248 main
conda 935.4 kB | linux-64/r-kfas-1.4.5-r40h52d45c5_0.tar.bz2  3 years and 7 months ago 2241 main
conda 959.0 kB | win-64/r-kfas-1.4.4-r40hb106f1f_0.tar.bz2  3 years and 7 months ago 778 main
conda 925.5 kB | win-64/r-kfas-1.4.4-r41hb106f1f_0.tar.bz2  3 years and 7 months ago 771 main
conda 955.4 kB | osx-64/r-kfas-1.4.4-r41h30cbcce_0.tar.bz2  3 years and 7 months ago 126 main
conda 951.1 kB | linux-64/r-kfas-1.4.4-r41h52d45c5_0.tar.bz2  3 years and 7 months ago 2244 main
conda 947.3 kB | osx-64/r-kfas-1.4.4-r40h30cbcce_0.tar.bz2  3 years and 7 months ago 127 main
conda 950.8 kB | osx-64/r-kfas-1.4.4-r36h30cbcce_0.tar.bz2  3 years and 7 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 2674 main
conda 957.2 kB | linux-64/r-kfas-1.4.4-r40h52d45c5_0.tar.bz2  3 years and 11 months ago 2713 main

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