KFAS (Q26559): Difference between revisions

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7 February 2023
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publication date: 19 August 2009
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publication date: 21 August 2009
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publication date: 27 August 2009
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publication date: 18 September 2009
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publication date: 28 September 2009
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publication date: 28 September 2009
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publication date: 1 October 2009
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publication date: 19 October 2009
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publication date: 22 October 2009
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publication date: 11 November 2009
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publication date: 14 December 2009
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publication date: 29 December 2009
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publication date: 7 January 2010
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publication date: 12 January 2010
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publication date: 22 January 2010
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publication date: 25 January 2010
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publication date: 2 February 2010
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publication date: 3 February 2010
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publication date: 9 February 2010
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publication date: 9 February 2010
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publication date: 26 March 2010
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publication date: 14 April 2010
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publication date: 15 April 2010
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publication date: 23 February 2011
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publication date: 6 July 2012
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publication date: 9 July 2012
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publication date: 7 December 2013
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publication date: 26 March 2014
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publication date: 6 June 2014
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publication date: 27 May 2014
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publication date: 18 April 2015
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publication date: 29 April 2015
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publication date: 26 June 2015
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1.2.0
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publication date: 31 January 2016
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publication date: 5 February 2016
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publication date: 17 March 2016
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publication date: 23 June 2016
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publication date: 29 July 2016
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publication date: 23 December 2016
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1.2.6
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publication date: 19 April 2017
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publication date: 8 June 2017
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publication date: 21 August 2017
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publication date: 8 December 2017
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publication date: 4 January 2018
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publication date: 21 May 2018
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publication date: 19 September 2018
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1.3.4
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publication date: 3 February 2019
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publication date: 8 April 2019
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publication date: 29 May 2019
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publication date: 10 June 2019
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publication date: 7 December 2020
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publication date: 8 December 2020
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publication date: 14 January 2021
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publication date: 21 January 2021
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publication date: 10 May 2021
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publication date: 7 June 2021
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publication date: 5 September 2023
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5 September 2023
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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.
Property / description: 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. / rank
 
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Property / author: Jouni Helske / rank
 
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Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license: GNU General Public License, version 3.0 / rank
 
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edition/version: expanded from: GPL (≥ 2) (English)
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Property / cites work: KFAS: Exponential Family State Space Models in R / rank
 
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Revision as of 14:00, 4 March 2024

Kalman Filter and Smoother for Exponential Family State Space Models
Language Label Description Also known as
English
KFAS
Kalman Filter and Smoother for Exponential Family State Space Models

    Statements

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    1.5.0
    7 February 2023
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    0.3.1
    19 August 2009
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    0.3.2
    21 August 2009
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    0.3.3
    27 August 2009
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    0.4.1
    18 September 2009
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    0.4.2
    28 September 2009
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    0.4.3
    28 September 2009
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    0.4.4
    1 October 2009
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    0.4.5
    19 October 2009
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    0.4.6
    22 October 2009
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    0.4.7
    11 November 2009
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    0.4.8
    14 December 2009
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    0.4.9
    29 December 2009
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    0.5.0
    7 January 2010
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    0.5.1
    12 January 2010
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    0.5.2
    22 January 2010
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    0.5.3
    25 January 2010
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    0.5.4
    2 February 2010
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    0.5.5
    3 February 2010
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    0.5.6
    9 February 2010
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    0.5.7
    9 February 2010
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    0.5.8
    26 March 2010
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    0.5.9
    14 April 2010
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    0.6.0
    15 April 2010
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    0.6.1
    23 February 2011
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    0.9.9
    6 July 2012
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    0.9.11
    9 July 2012
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    1.0.2
    7 December 2013
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    1.0.3
    26 March 2014
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    1.0.4-1
    6 June 2014
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    1.0.4
    27 May 2014
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    1.1.0
    18 April 2015
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    1.1.1
    29 April 2015
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    1.1.2
    26 June 2015
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    1.2.0
    31 January 2016
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    1.2.1
    5 February 2016
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    1.2.2
    17 March 2016
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    1.2.3
    23 June 2016
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    1.2.4
    29 July 2016
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    1.2.5
    23 December 2016
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    1.2.6
    19 April 2017
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    1.2.8
    8 June 2017
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    1.2.9
    21 August 2017
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    1.3.0
    8 December 2017
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    1.3.1
    4 January 2018
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    1.3.2
    21 May 2018
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    1.3.3
    19 September 2018
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    1.3.4
    3 February 2019
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    1.3.5
    8 April 2019
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    1.3.6
    29 May 2019
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    1.3.7
    10 June 2019
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    1.4.0
    7 December 2020
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    1.4.1
    8 December 2020
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    1.4.2
    14 January 2021
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    1.4.4
    21 January 2021
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    1.4.5
    10 May 2021
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    1.4.6
    7 June 2021
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    1.5.1
    5 September 2023
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    5 September 2023
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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.
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