KFAS swMATH ID: 14662 Software Authors: Helske, J Description: R package. KFAS: Kalman Filter and Smoother for Exponential Family State Space Models. Functions for Kalman filtering, smoothing, forecasting and simulation of multivariate exponential family state space models with exact diffuse initialization and sequential processing. Homepage: https://cran.r-project.org/web/packages/KFAS/index.html Source Code: https://github.com/cran/KFAS Dependencies: R Keywords: R; exponential family; state space models; time series; forecasting; dynamic linear models; Journal of Statistical Software; R package Related Software: R; forecast; dse; dlm; SsfPack; pomp; FKF; sspir; Rcpp; R-INLA; dynr; Forecast; lme4; JAGS; MARSS; bsts; Stan; vSMC; Stata; SAS Cited in: 7 Publications Standard Articles 2 Publications describing the Software, including 1 Publication in zbMATH Year Prediction and interpolation of time series by state space models. Zbl 1391.62002Helske, Jouni 2015 all top 5 Cited by 25 Authors 1 Ahern, Jennifer 1 Aminnayeri, Majid 1 Amiri, Amirhossein 1 Barnett, Ian J. 1 Binkowski, Karol 1 Bodovski, Yosef 1 Bornovalova, Marina A. 1 Chi, Guangqing 1 Chow, Sy-Miin 1 Fatimah, Haya 1 Friedman, Naomi P. 1 Goin, Dana E. 1 He, Peilun 1 Helske, Jouni 1 Hunter, Michael D. 1 Krainski, Elias T. 1 Mohammadpour, Adel 1 Oravecz, Zita 1 Rue, Håvard 1 Ruiz-Cárdenas, Ramiro 1 Shevchenko, Pavel V. 1 Sogandi, Fatemeh 1 Vrieze, Scott I. 1 Zhou, Shuai 1 Zhou, Yuan Cited in 5 Serials 2 Psychometrika 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Report. University of Jyväskylä. Department of Mathematics and Statistics 1 Epidemiologic Methods Cited in 2 Fields 7 Statistics (62-XX) 1 Numerical analysis (65-XX) Citations by Year