Other packages > Find by keyword >

Explore topics

By keyword . Oldest R packages . Newest R packages . Top downloaded R packages . Datasets . Archived R packages . Top downloaded last week . Top downloaded yesterday

KFAS

Star Watch Copy Code

Kalman Filter and Smoother for Exponential Family State Space Models

View on CRAN: Click here

Download and install KFAS package within the R console
Install from CRAN:

 install.packages("KFAS")

Install from Github:

 library("remotes")

                        install_github("cran/KFAS")

Install by package version:

 library("remotes")

                        install_version("KFAS", "1.6.0")

Attach the package and use:

 library("KFAS")

Maintained by
Jouni Helske
[Scholar Profile | Author Map]

All associated links for this package

First Published: 2009-08-19

Latest Update: 2025-05-26

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) for details.

How to cite:

Jouni Helske (2009). KFAS: Kalman Filter and Smoother for Exponential Family State Space Models. R package version 1.6.0, https://cran.r-project.org/web/packages/KFAS. Accessed 27 Jun. 2026.

Previous versions and publish date:

0.3.1 (2009-08-19 10:14), 0.3.2 (2009-08-21 09:08), 0.3.3 (2009-08-27 09:37), 0.4.1 (2009-09-18 22:16), 0.4.2 (2009-09-28 09:51), 0.4.3 (2009-09-28 15:36), 0.4.4 (2009-10-01 21:53), 0.4.5 (2009-10-19 18:16), 0.4.6 (2009-10-22 20:37), 0.4.7 (2009-11-11 14:10), 0.4.8 (2009-12-14 20:58), 0.4.9 (2009-12-29 16:04), 0.5.0 (2010-01-07 16:40), 0.5.1 (2010-01-12 14:14), 0.5.2 (2010-01-22 15:14), 0.5.3 (2010-01-25 08:49), 0.5.4 (2010-02-02 15:11), 0.5.5 (2010-02-03 16:43), 0.5.6 (2010-02-09 10:16), 0.5.7 (2010-02-09 17:30), 0.5.8 (2010-03-26 12:17), 0.5.9 (2010-04-14 12:36), 0.6.0 (2010-04-15 20:38), 0.6.1 (2011-02-23 17:18), 0.9.9 (2012-07-06 12:16), 0.9.11 (2012-07-09 11:29), 1.0.2 (2013-12-07 10:31), 1.0.3 (2014-03-26 07:27), 1.0.4-1 (2014-06-06 17:31), 1.0.4 (2014-05-27 10:59), 1.1.0 (2015-04-18 08:55), 1.1.1 (2015-04-29 16:23), 1.1.2 (2015-06-26 13:34), 1.2.0 (2016-01-31 12:22), 1.2.1 (2016-02-05 19:39), 1.2.2 (2016-03-17 13:58), 1.2.3 (2016-06-23 01:05), 1.2.4 (2016-07-29 07:48), 1.2.5 (2016-12-23 17:21), 1.2.6 (2017-04-19 02:19), 1.2.8 (2017-06-08 15:53), 1.2.9 (2017-08-21 15:29), 1.3.0 (2017-12-08 14:52), 1.3.1 (2018-01-04 15:50), 1.3.2 (2018-05-21 17:29), 1.3.3 (2018-09-19 16:00), 1.3.4 (2019-02-03 11:53), 1.3.5 (2019-04-08 12:32), 1.3.6 (2019-05-29 14:20), 1.3.7 (2019-06-10 10:50), 1.4.0 (2020-12-07 12:30), 1.4.1 (2020-12-08 19:40), 1.4.2 (2021-01-14 10:50), 1.4.4 (2021-01-21 18:40), 1.4.5 (2021-05-10 11:42), 1.4.6 (2021-06-07 12:30), 1.5.0 (2023-02-07 11:42), 1.5.1 (2023-09-05 10:20)

Other packages that cited KFAS R package

View KFAS citation profile

Other R packages that KFAS depends, imports, suggests or enhances

View KFAS dependency map

Complete documentation for KFAS

View documentation PDF

Functions, R codes and Examples using the KFAS R package

Some associated functions: Extract.SSModel . GlobalTemp . KFAS-defunct . KFAS . KFS . SSModel . alcohol . approxSSM . artransform . boat . checkModel . coef.SSModel . fitSSM . fitted.SSModel . hatvalues.KFS . importanceSSM . ldl . logLik.SSModel . mvInnovations . plot.SSModel . predict.SSModel . print.KFS . print.SSModel . rename_states . residuals.KFS . rstandard.KFS . sexratio . signal . simulateSSM . transformSSM .
Some associated R codes: KFAS-defunct.R . KFAS-package.R . KFS.R . SSMarima.R . SSMcustom.R . SSMcycle.R . SSModel.R . SSMregression.R . SSMseasonal.R . SSMtrend.R . approxSSM.R . artransform.R . checkModel.R . coef.KFS.R . extract.SSModel.R . fitSSM.R . fitted.KFS.R . hatvalues.KFS.R . importanceSSM.R . initTheta.R . internalResids.R . interval.R . ldl.R . logLik.SSModel.R . mvInnovations.R . plot.SSModel.R . predict.SSModel.R . printjects.R . rename_states.R . residuals.KFS.R . rstandard.KFS.R . signals.R . simHelper.R . simulateSSM.R . transformSSM.R . zzz.R . Full KFAS package functions and examples

Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

AzureKeyVault

Key and Secret Management in 'Azure'

Manage keys, certificates, secrets, and storage accounts in Microsoft's 'Key Vault' service: ...
Download / Learn more Package Citations See dependency

Maintainer: Hong Ooi (view profile)

AHSurv

Flexible Parametric Accelerated Hazards Models

Flexible parametric Accelerated Hazards (AH) regression models in overall and relative survival fram ...
Download / Learn more Package Citations See dependency

Maintainer: Abdisalam Hassan Muse (view profile)

PeakSegOptimal

Optimal Segmentation Subject to Up-Down Constraints

Computes optimal changepoint models using the Poisson likelihood for non-negative count data, subj ...
Download / Learn more Package Citations See dependency

Maintainer: Toby Dylan Hocking (view profile)

r2resize

In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents

Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency

Maintainer: Obinna Obianom (view profile)

assert

Validate Function Arguments

Lightweight validation tool for checking function arguments and validating data analysis scripts. T ...
Download / Learn more Package Citations See dependency

Maintainer: Olivier Binette (view profile)

Ana Maria Bianco Graciela Boente Ana Perez-Gonzalez

Atleast 1 packages