helske KFAS issues - Githubissues

helske / KFAS

KFAS: R Package for Exponential Family State Space Models

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Kalman filter

#80 fleur0911 opened 3 months ago
1
same Log Likelihood of different SSModel

#79 JonBrommer closed 6 months ago
6
Question building an Ar(2) model

#78 shankykm closed 6 months ago
6
Difficulty with setting a1 and P1 when using SSMseasonal and reduced number of harmonics

#77 bking124 opened 1 year ago
1
Standardized residuals

#76 k41m4n closed 1 year ago
6
Poor time variability of time-varying regression coefficients and Inconsistency of param estimates among methods in fitSSM

#75 ghost closed 1 year ago
9
How to extract the overdispersion parameters in regression models assuming negative binomial distribution

#74 ghost closed 1 year ago
7
How to extract time varying coefficients and CIs corresponding to each variable in SSMregression

#73 ghost closed 2 years ago
2
Returning Importance Samples in predict.SSModel

#72 bking124 closed 1 year ago
3
Documentation: "more complex model" example

#71 gergelybat closed 2 years ago
2
Exogenous variable

#70 AdamElderfield closed 3 years ago
0
Exact diffuse intialisation

#69 AdamElderfield closed 1 year ago
3
Change .f95 suffix to .f90

#68 Beliavsky closed 3 years ago
1
KFS function

#67 mariajesus1980 closed 3 years ago
4
Requesting State Offset Term or Control Input specification

#66 baogorek closed 1 year ago
2
Wrong convergence without warnings or errors

#65 zjph602xtc closed 1 year ago
15
How to predict more time series

#64 sue-shine closed 3 years ago
1
Positive log likelihood for Poisson and Binomial distribution

#63 zjph602xtc closed 3 years ago
5
Model non-gaussian multivariate outcome

#62 zjph602xtc closed 3 years ago
5
Handle intercepts in the model

#61 zjph602xtc closed 3 years ago
6
Regression effect for level or slope

#60 Vera1996 closed 3 years ago
1
exact diffuse initialization

#59 suprajamalladi closed 3 years ago
2
Error: $ operator is invalid for atomic vectors

#58 Vera1996 closed 3 years ago
3
Standardized residuals calculated from the KFS output

#57 suprajamalladi closed 3 years ago
2
ERROR: System matrices (excluding Z) contain NA or infinite values, covariance matrices contain values larger than 1e+07

#56 LakeRainSound closed 3 years ago
2
space and time prediction

#55 sue-shine closed 3 years ago
11
NA value in standardised state residual at level shift

#54 suprajamalladi closed 3 years ago
6
adding level shift without using SSMregression and dealing with an error

#53 suprajamalladi closed 3 years ago
2
Problems with standardized residuals

#52 Vera1996 closed 3 years ago
3
LDL Composition of H failed.

#51 Vera1996 closed 3 years ago
2
Regression in multivariate LLT model

#50 Vera1996 closed 3 years ago
2
Results for slope and trend using function signal()

#49 k41m4n closed 4 years ago
2
No effect of missing observations on seasonal estimation error variance?

#48 k41m4n closed 4 years ago
4
daily time series data runs very slow on SSM

#47 suprajamalladi closed 3 years ago
4
Fitting a Multivariate Local Linear Trend model

#46 Vera1996 closed 3 years ago
5
model components in the KFAS package

#45 suprajamalladi closed 4 years ago
4
Documentation about Poisson

#44 hayato-n closed 4 years ago
2
Can't calculate multivariate time-series

#43 ymatsumotomatsu closed 4 years ago
4
Problem with one-step-ahead prediction residuals (standardised) when using an intervention variable

#42 k41m4n closed 4 years ago
2
Observation updates

#41 mallerhand closed 3 years ago
2
Overdispersed distributions

#40 sschloss1 closed 3 years ago
1
Order of columns of bivariate data for Poisson models

#39 mallerhand closed 4 years ago
2
Weighted regression

#38 sschloss1 closed 4 years ago
3
Univariate approach for maximum loglikelihood in multivariate state space models

#37 k41m4n closed 4 years ago
2
P[t+1] = T*Ptt[t]*T’ + RQR' not true in KFAS

#36 jye1999 closed 5 years ago
3
Negative K

#35 SuYe99 closed 5 years ago
7
ymiss and yt arrays in kfilter2

#34 jhal324 closed 3 years ago
17
Requests - Options for no intercepts and not storing data

#33 rmendels closed 5 years ago
4
Predicting with missing values in non-Gaussian case

#32 jhal324 closed 5 years ago
3
incude multiple trends in SSMseasonal() function

#31 zuzanale closed 4 years ago
1