R package. KFAS: Kalman Filter and Smoother for Exponential Family State Space Models. Functions for Kalman filtering, smoothing, forecasting and simulation of multivariate exponential family state space models with exact diffuse initialization and sequential processing.
Keywords for this software
References in zbMATH (referenced in 9 articles , 2 standard articles )
Showing results 1 to 9 of 9.
- Antonio Calcagnì, Massimiliano Pastore, Gianmarco Altoè: ssMousetrack: Analysing computerized tracking data via Bayesian state-space models in R (2019) arXiv
- Raphael Saavedra, Guilherme Bodin, Mario Souto: StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework (2019) arXiv
- Marco Villegas; Diego Pedregal: SSpace: A Toolbox for State Space Modeling (2018) not zbMATH
- Jouni Helske: KFAS: Exponential Family State Space Models in R (2017) not zbMATH
- Tobias Liboschik; Konstantinos Fokianos; Roland Fried: tscount: An R Package for Analysis of Count Time Series Following Generalized Linear Models (2017) not zbMATH
- Helske, Jouni: Prediction and interpolation of time series by state space models (2015)
- Ruiz-Cárdenas, Ramiro; Krainski, Elias T.; Rue, Håvard: Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (2012)
- Fernando Tusell: Kalman Filtering in R (2011) not zbMATH
- Giovanni Petris; Sonia Petrone: State Space Models in R (2011) not zbMATH