The Fast Kalman Filter (FKF) package for R
☆13Sep 3, 2024Updated last year
Alternatives and similar repositories for FKF
Users that are interested in FKF are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Relational Data Modeler in R☆19Feb 21, 2025Updated last year
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 3 years ago
- RBA's MARTIN Macroeconometric Model of the Australian Economy☆25Jul 13, 2021Updated 4 years ago
- tidymodels extension package: binding specialty kernels & support vector machines to {parsnip}, {recipes}, and more!☆12Jul 13, 2025Updated 8 months ago
- tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this packag…☆22Mar 11, 2026Updated 2 weeks ago
- KFAS: R Package for Exponential Family State Space Models☆72May 25, 2025Updated 9 months ago
- When Expectations Meet Reality: Realistic Unit Testing in R☆12Jul 11, 2024Updated last year
- Rcpp Bindings to FastAD Automatic Differentiation☆13Jan 19, 2026Updated 2 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- WASA-SED is a numerical model for simulation hydrological and sediment fluxes from meso-scale catchments (Mueller et al., 2010). This rep…☆16Mar 12, 2026Updated last week
- RBA data, but tidy☆29Sep 11, 2025Updated 6 months ago
- Dynamic factor model estimation for R☆25Oct 17, 2022Updated 3 years ago
- Einstein Summation for Arrays in R☆12Aug 31, 2023Updated 2 years ago
- [DEPRECATED] Imitate an API for downloading data from Facebook Data For Good☆12Jun 3, 2021Updated 4 years ago
- An example of how to create an R package that utilizes C++ code that calls Fortran code☆13Jan 31, 2023Updated 3 years ago
- Symbolic differentiation☆44Jun 23, 2025Updated 9 months ago
- FKF Budapest Garbage Collection Card for Home Assistant/Lovelace☆13Sep 16, 2022Updated 3 years ago
- R Package to query CDC PLACES API Data☆16Feb 13, 2026Updated last month
- R package that provides a parallel estimation method for generalized linear models☆11Oct 14, 2021Updated 4 years ago
- R enviroment - fast imputations☆19Feb 27, 2026Updated 3 weeks ago
- Rcpp Example for accessing NLopt☆14Jan 27, 2026Updated last month
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Mar 9, 2026Updated 2 weeks ago
- Arrow database connectivity (ADBC) for DBI in R☆19Updated this week
- Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations☆16May 16, 2021Updated 4 years ago
- [On CRAN] Rcpp integration for the Ensmallen templated C++ mathematical optimization library☆32Oct 3, 2025Updated 5 months ago
- BLS API V2 interface☆16Oct 2, 2023Updated 2 years ago
- Cubature R Package☆13Nov 22, 2025Updated 4 months ago
- Fast Change Point Detection in R☆24Aug 16, 2025Updated 7 months ago
- The R package x12☆18Nov 17, 2025Updated 4 months ago
- FlexiBLAS API Interface for R☆16Mar 4, 2024Updated 2 years ago
- Kernel k Nearest Neighbors in R☆17Feb 20, 2026Updated last month
- bvar with om☆14Aug 9, 2021Updated 4 years ago
- A collection of Rfast2 functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. N…☆42Mar 5, 2026Updated 2 weeks ago
- R companion to Angrist Pischke Mostly Harmless econometrics☆34Oct 4, 2015Updated 10 years ago
- R client for kdb+☆45Feb 23, 2026Updated last month
- The idea is to pass matrices/vectors from R to C++, write pure C++/Armadillo code for the computation, and then export the result back to…☆14Sep 3, 2025Updated 6 months ago
- R Installer Package for Pre-Built X-13ARIMA-SEATS Binaries☆11Feb 27, 2026Updated 3 weeks 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☆15Mar 21, 2021Updated 5 years ago
- Fast methods for multivariate normal distributions☆37Updated this week