KFAS: R Package for Exponential Family State Space Models
☆73May 25, 2025Updated last year
Alternatives and similar repositories for KFAS
Users that are interested in KFAS are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dynamic factor model estimation for R☆25Oct 17, 2022Updated 3 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Bayesian Inference of State Space Models☆49May 13, 2026Updated 2 months ago
- The Fast Kalman Filter (FKF) package for R☆14Sep 3, 2024Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆46Aug 29, 2024Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 3 months ago
- Package implementing common state-space routines.☆89Jul 10, 2026Updated last week
- Stan models for state space time series☆147Jul 3, 2017Updated 9 years ago
- Regression model building and forecasting in R☆32Updated this week
- ☆53Dec 8, 2025Updated 7 months ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated last year
- Bayesian Macroeconometrics in R☆93Jul 18, 2022Updated 4 years ago
- Recipes for creating state-space models in R☆18Jan 16, 2024Updated 2 years ago
- [IrisToolbox] for Macroeconomic Modeling☆98Apr 17, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)☆11Jul 13, 2026Updated last week
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆106May 17, 2022Updated 4 years ago
- Dynamic Factor Models for R☆44Jun 18, 2026Updated last month
- Time Series And Econometric Modeling In R☆21Nov 3, 2025Updated 8 months ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆22Jul 13, 2026Updated last week
- Methods for Temporal Disaggregation and Interpolation of Time Series☆42Nov 5, 2025Updated 8 months ago
- Structure for Interfaces (from "Extending R")☆28Jul 26, 2018Updated 7 years ago
- Bayesian Inference of Complex Panel Data☆38Apr 27, 2026Updated 2 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆17Nov 7, 2022Updated 3 years ago
- ☆17Jun 3, 2024Updated 2 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 4 years ago
- Mutation testing for R — measure test assertion quality, not just coverage☆26Updated this week
- Multivariate Autoregressive State-Space Modeling with R☆54Sep 9, 2025Updated 10 months ago
- R interface to X-13ARIMA-SEATS☆120Feb 28, 2025Updated last year
- iCalendar parser for R☆18Sep 13, 2020Updated 5 years ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆17Sep 1, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆47Mar 25, 2022Updated 4 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆16Mar 21, 2021Updated 5 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 11 months ago
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆38Feb 8, 2023Updated 3 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago