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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  5 months and 5 days ago 220 main
conda 770.5 kB | win-64/r-kfas-1.5.1-r43hde43a15_1.conda  5 months and 5 days ago 221 main
conda 778.8 kB | osx-64/r-kfas-1.5.1-r43h1a5884e_1.conda  5 months and 6 days ago 126 main
conda 784.5 kB | osx-64/r-kfas-1.5.1-r44h1a5884e_1.conda  5 months and 6 days ago 143 main
conda 783.1 kB | linux-64/r-kfas-1.5.1-r43h61c59f8_1.conda  5 months and 6 days ago 630 main
conda 788.5 kB | linux-64/r-kfas-1.5.1-r44h61c59f8_1.conda  5 months and 6 days ago 634 main
conda 749.9 kB | win-64/r-kfas-1.5.1-r41hed7de19_0.conda  1 year and 3 months ago 272 main
conda 779.1 kB | osx-64/r-kfas-1.5.1-r43hcebeb90_0.conda  1 year and 3 months ago 131 main
conda 779.8 kB | osx-64/r-kfas-1.5.1-r42hcebeb90_0.conda  1 year and 3 months ago 141 main
conda 783.8 kB | linux-64/r-kfas-1.5.1-r43hd9ac46e_0.conda  1 year and 3 months ago 1069 main
conda 783.5 kB | linux-64/r-kfas-1.5.1-r42hd9ac46e_0.conda  1 year and 3 months ago 1025 main
conda 749.8 kB | win-64/r-kfas-1.5.0-r41hed7de19_1.conda  1 year and 5 months ago 375 main
conda 779.2 kB | osx-64/r-kfas-1.5.0-r42hcebeb90_1.conda  1 year and 5 months ago 163 main
conda 778.8 kB | osx-64/r-kfas-1.5.0-r43hcebeb90_1.conda  1 year and 5 months ago 153 main
conda 783.1 kB | linux-64/r-kfas-1.5.0-r43hd9ac46e_1.conda  1 year and 5 months ago 1186 main
conda 783.1 kB | linux-64/r-kfas-1.5.0-r42hd9ac46e_1.conda  1 year and 5 months ago 1179 main
conda 748.5 kB | win-64/r-kfas-1.5.0-r41hed7de19_0.conda  1 year and 10 months ago 489 main
conda 771.1 kB | osx-64/r-kfas-1.5.0-r41h63324e3_0.conda  1 year and 10 months ago 150 main
conda 771.5 kB | osx-64/r-kfas-1.5.0-r42h63324e3_0.conda  1 year and 10 months ago 159 main
conda 776.0 kB | linux-64/r-kfas-1.5.0-r42hb20cf53_0.conda  1 year and 10 months ago 1474 main
conda 776.2 kB | linux-64/r-kfas-1.5.0-r41hb20cf53_0.conda  1 year and 10 months ago 1363 main
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 1971 main
conda 938.4 kB | linux-64/r-kfas-1.4.6-r41hb361e29_1.tar.bz2  2 years and 2 months ago 1551 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 2983 main
conda 935.1 kB | linux-64/r-kfas-1.4.6-r40h52d45c5_0.tar.bz2  3 years and 6 months ago 2145 main
conda 916.3 kB | osx-64/r-kfas-1.4.5-r40h30cbcce_0.tar.bz2  3 years and 6 months ago 124 main
conda 938.7 kB | win-64/r-kfas-1.4.5-r40hb106f1f_0.tar.bz2  3 years and 6 months ago 762 main
conda 896.9 kB | win-64/r-kfas-1.4.5-r41hb106f1f_0.tar.bz2  3 years and 6 months ago 749 main
conda 928.5 kB | osx-64/r-kfas-1.4.5-r41h30cbcce_0.tar.bz2  3 years and 6 months ago 126 main
conda 914.6 kB | linux-64/r-kfas-1.4.5-r41h52d45c5_0.tar.bz2  3 years and 6 months ago 2135 main
conda 935.4 kB | linux-64/r-kfas-1.4.5-r40h52d45c5_0.tar.bz2  3 years and 6 months ago 2121 main
conda 959.0 kB | win-64/r-kfas-1.4.4-r40hb106f1f_0.tar.bz2  3 years and 6 months ago 774 main
conda 925.5 kB | win-64/r-kfas-1.4.4-r41hb106f1f_0.tar.bz2  3 years and 6 months ago 768 main
conda 955.4 kB | osx-64/r-kfas-1.4.4-r41h30cbcce_0.tar.bz2  3 years and 6 months ago 126 main
conda 951.1 kB | linux-64/r-kfas-1.4.4-r41h52d45c5_0.tar.bz2  3 years and 6 months ago 2119 main
conda 947.3 kB | osx-64/r-kfas-1.4.4-r40h30cbcce_0.tar.bz2  3 years and 6 months ago 127 main
conda 950.8 kB | osx-64/r-kfas-1.4.4-r36h30cbcce_0.tar.bz2  3 years and 6 months ago 125 main
conda 947.5 kB | osx-64/r-kfas-1.4.4-r36h1200eef_0.tar.bz2  3 years and 10 months ago 424 main
conda 956.5 kB | osx-64/r-kfas-1.4.4-r40h1200eef_0.tar.bz2  3 years and 10 months ago 427 main
conda 950.6 kB | linux-64/r-kfas-1.4.4-r36h52d45c5_0.tar.bz2  3 years and 10 months ago 2549 main
conda 957.2 kB | linux-64/r-kfas-1.4.4-r40h52d45c5_0.tar.bz2  3 years and 10 months ago 2594 main

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