Kalman Filter and Smoother for Exponential Family State Space Models.

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Documentation for package ‘KFAS’ version 1.0.4

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KFAS-package KFAS: Functions for Gaussian and Non-Gaussian State Space Models
approxSSM Linear Gaussian Approximation for Exponential Family State Space Model
artransform Mapping real valued parameters to stationary region
boat Oxford-Cambridge boat race results 1829-2000
coef.KFS Extract Estimated States of State Space Model
deviance.KFS Deviance of a State Space Model
fitSSM Maximum Likelihood Estimation of a State Space Model
fitted.KFS Extract Fitted Values of State Space Model
GlobalTemp Two series of average global temperature deviations for years 1880-1987
hatvalues.KFS Extract Hat Values from KFS Output
importanceSSM Importance Sampling of Exponential Family State Space Model
is.SSModel Test whether object is a valid 'SSModel' object
KFAS KFAS: Functions for Gaussian and Non-Gaussian State Space Models
KFS Kalman Filter and Smoother with Exact Diffuse Initialization for Exponential Family State Space Models
ldl LDL Decomposition of a Matrix
logLik Log-likelihood of the State Space Model.
logLik.SSModel Log-likelihood of the State Space Model.
predict State Space Model Predictions
predict.SSModel State Space Model Predictions
print.KFS Print Ouput of Kalman Filter and Smoother
print.SSModel Print SSModel Object
residuals.KFS Extract Residuals of KFS output
rstandard.KFS Extract Standardized Residuals from KFS output
sexratio Number of males and females born in Finland from 1751 to 2011
signal Extracting the Partial Signal Of a State Space Model
simulateSSM Simulation of a gaussian State Space Model
SSMarima Create a State Space Model Object of Class SSModel
SSMcustom Create a State Space Model Object of Class SSModel
SSMcycle Create a State Space Model Object of Class SSModel
SSModel Create a State Space Model Object of Class SSModel
SSMregression Create a State Space Model Object of Class SSModel
SSMseasonal Create a State Space Model Object of Class SSModel
SSMtrend Create a State Space Model Object of Class SSModel
subset.SSModel Extract or Replace Parts of a State Space Model
subset<- Extract or Replace Parts of a State Space Model
subset<-.SSModel Extract or Replace Parts of a State Space Model
transformSSM Transform the SSModel object with multivariate observations
[.SSModel Extract or Replace Parts of a State Space Model
[<-.SSModel Extract or Replace Parts of a State Space Model