issues
search
helske
/
KFAS
KFAS: R Package for Exponential Family State Space Models
63
stars
17
forks
source link
issues
Newest
Newest
Most commented
Recently updated
Oldest
Least commented
Least recently updated
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
Next