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KFAS (version 1.2.5)

KFAS-defunct: Defunct Functions of Package KFAS

Description

The function listed here are removed from KFAS.

Usage

"deviance"(object, ...)
"subset"(x, element, states, etas, series, times, ...) <- value
subset(x, ...) <- value
"subset"(x, element, states, etas, series, times, ...)

Arguments

Details

Subset-based methods were removed as they were somewhat confusingly named as the subset generic in base, and most likely not that useful (compared to [<-.SSModel).

Deviance.KFS was removed as it was mostly useless. The value was not a $-2*(logL-logL*)$ where $L$ is the likelihood and $L*$ is the saturated likelihood. Instead it was based on the conditional likelihood $p(y|theta)$ i.e. it disregards the effect of hidden states. Therefore the value returned by this function did not make much sense in non-GLM setting.