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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 15 days ago 223 main
conda 770.5 kB | win-64/r-kfas-1.5.1-r43hde43a15_1.conda  6 months and 15 days ago 225 main
conda 778.8 kB | osx-64/r-kfas-1.5.1-r43h1a5884e_1.conda  6 months and 15 days ago 126 main
conda 784.5 kB | osx-64/r-kfas-1.5.1-r44h1a5884e_1.conda  6 months and 15 days ago 145 main
conda 783.1 kB | linux-64/r-kfas-1.5.1-r43h61c59f8_1.conda  6 months and 15 days ago 750 main
conda 788.5 kB | linux-64/r-kfas-1.5.1-r44h61c59f8_1.conda  6 months and 15 days ago 753 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 1191 main
conda 783.5 kB | linux-64/r-kfas-1.5.1-r42hd9ac46e_0.conda  1 year and 4 months ago 1134 main

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