{"id":17949319,"url":"https://github.com/helske/kfas","last_synced_at":"2025-04-07T15:08:12.137Z","repository":{"id":15702056,"uuid":"18439915","full_name":"helske/KFAS","owner":"helske","description":"KFAS: R Package for Exponential Family State Space Models","archived":false,"fork":false,"pushed_at":"2024-09-08T11:24:10.000Z","size":1950,"stargazers_count":64,"open_issues_count":7,"forks_count":17,"subscribers_count":10,"default_branch":"master","last_synced_at":"2024-10-29T09:18:44.501Z","etag":null,"topics":["dynamic-linear-model","exponential-family","fortran","gaussian-models","r","state-space","time-series"],"latest_commit_sha":null,"homepage":"","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/helske.png","metadata":{"files":{"readme":"README.md","changelog":"ChangeLog","contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2014-04-04T13:32:14.000Z","updated_at":"2024-09-08T11:24:14.000Z","dependencies_parsed_at":"2023-02-18T05:15:19.212Z","dependency_job_id":"51d58d1a-d0cf-48aa-b816-6a49c3df7068","html_url":"https://github.com/helske/KFAS","commit_stats":{"total_commits":358,"total_committers":5,"mean_commits":71.6,"dds":"0.22905027932960897","last_synced_commit":"38105d7709875c80ce91542cac55ea8e64d66d57"},"previous_names":[],"tags_count":3,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/helske%2FKFAS","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/helske%2FKFAS/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/helske%2FKFAS/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/helske%2FKFAS/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/helske","download_url":"https://codeload.github.com/helske/KFAS/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":247675597,"owners_count":20977376,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["dynamic-linear-model","exponential-family","fortran","gaussian-models","r","state-space","time-series"],"created_at":"2024-10-29T09:16:12.488Z","updated_at":"2025-04-07T15:08:12.104Z","avatar_url":"https://github.com/helske.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"[![R-CMD-check](https://github.com/helske/KFAS/workflows/R-CMD-check/badge.svg)](https://github.com/helske/KFAS/actions)\n[![Codecov test coverage](https://codecov.io/gh/helske/KFAS/graph/badge.svg)](https://app.codecov.io/gh/helske/KFAS)\n[![cran version](http://www.r-pkg.org/badges/version/KFAS)](http://cran.r-project.org/package=KFAS)\n[![downloads](http://cranlogs.r-pkg.org/badges/KFAS)](http://cranlogs.r-pkg.org/badges/KFAS)\n\nKFAS: R Package for Exponential Family State Space Models\n==========================================================================\n\nPackage KFAS provides tools for modelling exponential family state space models such as\nstructural time series, ARIMA models, generalized linear models and generalized linear mixed models.\n\n[Paper at JSS](https://www.jstatsoft.org/article/view/v078i10)\n\nIf you use KFAS in your paper, please cite it properly, see `citation(\"KFAS\")` in R, or above link to the paper.\n\nSee also [bssm package](https://cran.r-project.org/package=bssm) if your are more interested in Bayesian inference on state space models.\n\nMain features\n--------------------------------------------------------------------------\n\n- Kalman filtering\n- Fixed interval smoothing (Kalman smoothing)\n- Simulation smoothing of Gaussian models\n- Importance sampling based inference of non-Gaussian models\n- Exact diffuse initialization\n- Sequential processing (univariate treatment of multivariate models)\n- Multivariate models with mixed distributions\n\nMost of the algorithms are based on book \"Time Series Analysis by State Space Methods\" and related articles by J. Durbin and S.J. Koopman.\n\nKFAS is available at [CRAN](http://cran.r-project.org/web/packages/KFAS/index.html). You can install the latest development version from the GitHub using the devtools package:\n\n```R\ninstall.packages(\"devtools\")\nlibrary(devtools)\ninstall_github(\"helske/KFAS\")\n```\n\nSee\n* help(KFAS) in R for examples, and many more examples under different functions, as well as the [Paper at JSS](https://www.jstatsoft.org/article/view/v078i10).\n* [ChangeLog](https://github.com/helske/KFAS/blob/master/ChangeLog) for changes.\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhelske%2Fkfas","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fhelske%2Fkfas","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhelske%2Fkfas/lists"}