kimfilter

Kim Filter

CRAN Package

'Rcpp' implementation of the multivariate Kim filter, which combines the Kalman and Hamilton filters for state probability inference. The filter is designed for state space models and can handle missing values and exogenous data in the observation and state equations. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" doi:10.7551/mitpress/6444.001.0001http://econ.korea.ac.kr/~cjkim/.


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Insights

Last 30 days

This package has been downloaded 260 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 10 times.

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0 downloadsMar 2, 2025
8 downloadsMar 3, 2025
14 downloadsMar 4, 2025
12 downloadsMar 5, 2025
6 downloadsMar 6, 2025
8 downloadsMar 7, 2025
7 downloadsMar 8, 2025
4 downloadsMar 9, 2025
9 downloadsMar 10, 2025
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10 downloadsMar 13, 2025
5 downloadsMar 14, 2025
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12 downloadsMar 18, 2025
7 downloadsMar 19, 2025
15 downloadsMar 20, 2025
9 downloadsMar 21, 2025
11 downloadsMar 22, 2025
7 downloadsMar 23, 2025
12 downloadsMar 24, 2025
6 downloadsMar 25, 2025
9 downloadsMar 26, 2025
7 downloadsMar 27, 2025
14 downloadsMar 28, 2025
4 downloadsMar 29, 2025
11 downloadsMar 30, 2025
4 downloadsMar 31, 2025
10 downloadsApr 1, 2025
0 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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15

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 3,650 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 71 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.

Data provided by CRAN


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Dependencies

  • Imports1 package
  • Suggests7 packages
  • Linking To2 packages