Can I read KFAS: Kalman Filter for R Models on EtoBox?

KFAS: Kalman Filter for R Models by shishirkashyap is a document available to read on EtoBox.

What is KFAS: Kalman Filter for R Models about?

The KFAS package provides functions for Kalman filtering, smoothing, forecasting and simulation of state space models with exponential family distributions. It allows for exact diffuse initialization when the distribution of some or all elements of the initial state vector are unknown. Key functions include kf for filtering, ks for smoothing, eflik for computing the log-likelihood, and efsmoother for state smoothing of exponential family state space models. The package documentation provides details on the

Author

shishirkashyap

Language

EN