# KFAS v1.3.7

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## Kalman Filter and Smoother for Exponential Family State Space Models

State space modelling is an efficient and flexible framework for statistical inference of a broad class of time series and other data. KFAS includes computationally efficient functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions. See the paper by Helske (2017) <doi:10.18637/jss.v078.i10> for details.

## Functions in KFAS

 Name Description is.SSModel Test whether object is a valid SSModel object print.SSModel Print SSModel Object rename_states Rename the States of SSModel Object coef.SSModel Smoothed Estimates or One-step-ahead Predictions of States fitSSM Maximum Likelihood Estimation of a State Space Model SSMarima Create a State Space Model Object of Class SSModel fitted.SSModel Smoothed Estimates or One-step-ahead Predictions of Fitted Values KFS Kalman Filter and Smoother with Exact Diffuse Initialization for Exponential Family State Space Models ldl LDL Decomposition of a Matrix predict.SSModel State Space Model Predictions print.KFS Print Ouput of Kalman Filter and Smoother hatvalues.KFS Extract Hat Values from KFS Output residuals.KFS Extract Residuals of KFS output importanceSSM Importance Sampling of Exponential Family State Space Model rstandard.KFS Extract Standardized Residuals from KFS output artransform Mapping real valued parameters to stationary region boat Oxford-Cambridge boat race results 1829-2011 mvInnovations Multivariate Innovations sexratio Number of males and females born in Finland from 1751 to 2011 plot.SSModel Diagnostic Plots of State Space Models signal Extracting the Partial Signal Of a State Space Model logLik.SSModel Log-likelihood of the State Space Model. transformSSM Transform Multivariate State Space Model for Sequential Processing KFAS-defunct Defunct Functions of Package KFAS simulateSSM Simulation of a Gaussian State Space Model KFAS KFAS: Functions for Exponential Family State Space Models [<-.SSModel Extract or Replace Parts of a State Space Model GlobalTemp Two series of average global temperature deviations for years 1880-1987 approxSSM Linear Gaussian Approximation for Exponential Family State Space Model alcohol Alcohol related deaths in Finland 1969--2013 No Results!