Science Score: 26.0%
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○CITATION.cff file
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✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
○DOI references
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○Academic publication links
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○Committers with academic emails
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (14.4%) to scientific vocabulary
Keywords
Keywords from Contributors
Repository
KFAS: R Package for Exponential Family State Space Models
Statistics
- Stars: 68
- Watchers: 8
- Forks: 16
- Open Issues: 5
- Releases: 3
Topics
Metadata Files
README.md
KFAS: R Package for Exponential Family State Space Models
Package KFAS provides tools for modelling exponential family state space models such as structural time series, ARIMA models, generalized linear models and generalized linear mixed models.
If you use KFAS in your paper, please cite it properly, see citation("KFAS") in R, or above link to the paper.
See also bssm package if your are more interested in Bayesian inference on state space models.
Main features
- Kalman filtering
- Fixed interval smoothing (Kalman smoothing)
- Simulation smoothing of Gaussian models
- Importance sampling based inference of non-Gaussian models
- Exact diffuse initialization
- Sequential processing (univariate treatment of multivariate models)
- Multivariate models with mixed distributions
Most of the algorithms are based on book "Time Series Analysis by State Space Methods" and related articles by J. Durbin and S.J. Koopman.
KFAS is available at CRAN. You can install the latest development version from the GitHub using the devtools package:
R
install.packages("devtools")
library(devtools)
install_github("helske/KFAS")
See * help(KFAS) in R for examples, and many more examples under different functions, as well as the Paper at JSS. * ChangeLog for changes.
Owner
- Name: Jouni Helske
- Login: helske
- Kind: user
- Location: Finland
- Company: University of Jyväskylä
- Website: https://jounihelske.netlify.app
- Twitter: jouni_helske
- Repositories: 48
- Profile: https://github.com/helske
Bayesian statistics, time series, causal inference, state space models, hidden Markov models, visualization.
GitHub Events
Total
- Issues event: 3
- Watch event: 5
- Delete event: 1
- Issue comment event: 6
- Push event: 8
Last Year
- Issues event: 3
- Watch event: 5
- Delete event: 1
- Issue comment event: 6
- Push event: 8
Committers
Last synced: 12 months ago
Top Committers
| Name | Commits | |
|---|---|---|
| Jouni Helske | j****e@j****i | 352 |
| Jouni Helske | j****s@u****i | 8 |
| Jouni Helske | j****1@l****e | 6 |
| Grégoire Gauriot | g****t@y****u | 1 |
| Giuseppe Ragusa | g****a@g****m | 1 |
Issues and Pull Requests
Last synced: 9 months ago
All Time
- Total issues: 79
- Total pull requests: 2
- Average time to close issues: 6 months
- Average time to close pull requests: about 17 hours
- Total issue authors: 43
- Total pull request authors: 2
- Average comments per issue: 3.33
- Average comments per pull request: 1.5
- Merged pull requests: 2
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 1
- Pull requests: 0
- Average time to close issues: 7 months
- Average time to close pull requests: N/A
- Issue authors: 1
- Pull request authors: 0
- Average comments per issue: 4.0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- suprajamalladi (6)
- helske (6)
- Vera1996 (6)
- k41m4n (5)
- zjph602xtc (4)
- markov2264 (3)
- andrewbcooper (3)
- yuanyuan2319 (2)
- sschloss1 (2)
- AdamElderfield (2)
- chuckcoleman (2)
- sue-shine (2)
- ghost (2)
- bking124 (2)
- trickster (2)
Pull Request Authors
- GregoireGauriot (1)
- gragusa (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 2
-
Total downloads:
- cran 25,046 last-month
- Total docker downloads: 43,821
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Total dependent packages: 17
(may contain duplicates) -
Total dependent repositories: 36
(may contain duplicates) - Total versions: 62
- Total maintainers: 1
cran.r-project.org: KFAS
Kalman Filter and Smoother for Exponential Family State Space Models
- Homepage: https://github.com/helske/KFAS
- Documentation: http://cran.r-project.org/web/packages/KFAS/KFAS.pdf
- License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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Latest release: 1.6.0
published 12 months ago
Rankings
Maintainers (1)
conda-forge.org: r-kfas
- Homepage: https://github.com/helske/KFAS
- License: GPL-2.0-or-later
-
Latest release: 1.4.6
published almost 5 years ago
Rankings
Dependencies
- R >= 3.1.0 depends
- stats * imports
- MASS * suggests
- Matrix * suggests
- knitr * suggests
- lme4 * suggests
- testthat * suggests
- actions/checkout v3 composite
- r-lib/actions/check-r-package v2 composite
- r-lib/actions/setup-pandoc v2 composite
- r-lib/actions/setup-r v2 composite
- r-lib/actions/setup-r-dependencies v2 composite
- r-lib/actions/setup-tinytex v2 composite