Alternatives and similar repositories for KFAS

Users that are interested in KFAS are comparing it to the libraries listed below

• atsa-es / MARSS
  Multivariate Autoregressive State-Space Modeling with R
  ☆53Updated 3 months ago
• rbagd / dynfactoR
  Dynamic factor model estimation for R
  ☆24Updated 3 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆61Updated 7 months ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆45Updated last year
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 8 years ago
• helske / bssm
  Bayesian Inference of State Space Models
  ☆47Updated 3 months ago
• jrnold / ssmodels-in-stan
  State space models (dynamic linear models, hidden Markov models) implemented in Stan.
  ☆48Updated 7 years ago
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆32Updated 2 years ago
• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆23Updated 2 years ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆46Updated 3 years ago
• JeffreyRacine / R-Package-np
  R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)
  ☆48Updated 10 months ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated 2 years ago
• luisdamiano / BayesHMM
  Full Bayesian Inference for Hidden Markov Models
  ☆43Updated 6 years ago
• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆22Updated 3 years ago
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆91Updated 3 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated last year
• tidyverts / tsibbledata
  Example datasets for tsibble
  ☆27Updated last year
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆18Updated last year
• MaggieLieu / STAN_tutorials
  ☆31Updated 5 years ago
• config-i1 / smooth
  The set of functions used for time series analysis and in forecasting.
  ☆94Updated this week
• ceweiss / ForecastComb
  Forecast Combination in R
  ☆29Updated 7 years ago
• spinkney / helpful_stan_functions
  ☆79Updated 3 months ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆43Updated 4 years ago
• LaplacesDemonR / LaplacesDemon
  A complete environment for Bayesian inference within R
  ☆96Updated last year
• hendersontrent / theft
  R package for Tools for Handling Extraction of Features from Time series (theft)
  ☆42Updated 3 weeks ago
• fate-ewi / bayesdfa
  Bayesian DFA with Stan
  ☆29Updated 7 months ago
• cvxgrp / CVXR
  An R modeling language for convex optimization problems.
  ☆216Updated last year
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 9 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 3 months ago