Kalman Filter and Smoother for Exponential Family State Space Models

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Documentation for package ‘KFAS’ version 1.5.1

• 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
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