FKF

This is a fast and flexible implementation of the Kalman filter and smoother, which can deal with NAs. It is entirely written in C and relies fully on linear algebra subroutines contained in BLAS and LAPACK. Due to the speed of the filter, the fitting of high-dimensional linear state space models to large datasets becomes possible. This package also contains a plot function for the visualization of the state vector and graphical diagnostics of the residuals.

Last 30 days

This package has been downloaded 642 times in the last 30 days. More downloads than an obscure whitepaper, but not enough to bring down any servers. A solid effort! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 25 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 9,333 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Sep 11, 2024 with 116 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.