Kalman filter and smoothers for exponential family state space models.

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Documentation for package ‘KFAS’ version 0.5.3

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distsmoother Disturbance smoother
eflik Log-likelihood of exponential family state-space model.
eflik0 Approximate log-likelihood and gaussian density of exponential family state-space model.
efsmoother Kalman Smoother for exponential family models
filter Kalman Filter With Exact Diffuse Initialisation
forecast Forecast state space model
Kalman Kalman Filter With Exact Diffuse Initialisation
kf Kalman Filter With Exact Diffuse Initialisation
ks Kalman Smoother With Exact Diffuse Initialisation
simsmoother Simulation smoother