R: Kalman Filter and Smoother for Exponential Family State Space Models

# Kalman Filter and Smoother for Exponential Family State Space Models

## Documentation for package ‘KFAS’ version 1.6.0

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

KFAS-package | KFAS: Functions for Exponential Family State Space Models
alcohol | Alcohol related deaths in Finland 1969-2013
approxSSM | Linear Gaussian Approximation for Exponential Family State Space Model
artransform | Mapping real valued parameters to stationary region
boat | Oxford-Cambridge boat race results 1829-2011
coef.KFS | Smoothed Estimates or One-step-ahead Predictions of States
coef.SSModel | Smoothed Estimates or One-step-ahead Predictions of States
confint.KFS | Confidence Intervals of Smoothed States
fitSSM | Maximum Likelihood Estimation of a State Space Model
fitted.KFS | Smoothed Estimates or One-step-ahead Predictions of Fitted Values
fitted.SSModel | Smoothed Estimates or One-step-ahead Predictions of Fitted Values
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 Exponential Family 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.
mvInnovations | Multivariate Innovations
plot.SSModel | Diagnostic Plots of State Space Models
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
rename_states | Rename the States of 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
SSMbespoke | 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
transformSSM | Transform Multivariate State Space Model for Sequential Processing
[.SSModel | Extract or Replace Parts of a State Space Model
[<-.SSModel | Extract or Replace Parts of a State Space Model