KFAS

Extract or Replace Parts of a State Space Model

Two series of average global temperature deviations for years 1880-1987

KFAS: Functions for Exponential Family State Space Models

Defunct Functions of Package KFAS

Kalman Filter and Smoother with Exact Diffuse Initialization for Exponential Family State Space Models

Create a State Space Model Object of Class SSModel

Alcohol related deaths in Finland 1969–2013

Linear Gaussian Approximation for Exponential Family State Space Model

Mapping real valued parameters to stationary region

Oxford-Cambridge boat race results 1829-2011

Test whether object is a valid SSModel object

Smoothed Estimates or One-step-ahead Predictions of States

Maximum Likelihood Estimation of a State Space Model

Smoothed Estimates or One-step-ahead Predictions of Fitted Values

Extract Hat Values from KFS Output

Importance Sampling of Exponential Family State Space Model

LDL Decomposition of a Matrix

Log-likelihood of the State Space Model.

Multivariate Innovations

Diagnostic Plots of State Space Models

State Space Model Predictions

Print Ouput of Kalman Filter and Smoother

Print SSModel Object

Rename the States of SSModel Object

Extract Residuals of KFS output

Extract Standardized Residuals from KFS output

Number of males and females born in Finland from 1751 to 2011

Extracting the Partial Signal Of a State Space Model

Simulation of a Gaussian State Space Model

Transform Multivariate State Space Model for Sequential Processing