helske/KFAS

Issues

• Kalman filter

  #80 opened 8 months ago by fleur0911
  1

• same Log Likelihood of different SSModel

  #79 opened a year ago by JonBrommer
  6

• Question building an Ar(2) model

  #78 opened a year ago by shankykm
  6

• Difficulty with setting a1 and P1 when using SSMseasonal and reduced number of harmonics

  #77 opened 2 years ago by bking124
  1

• Poor time variability of time-varying regression coefficients and Inconsistency of param estimates among methods in fitSSM

  #75 opened 2 years ago by markov2264
  9

• Standardized residuals

  #76 opened 2 years ago by k41m4n
  6

• Returning Importance Samples in predict.SSModel

  #72 opened 2 years ago by bking124
  3

• Exact diffuse intialisation

  #69 opened 2 years ago by AdamElderfield
  3

• Requesting State Offset Term or Control Input specification

  #66 opened 2 years ago by baogorek
  2

• Wrong convergence without warnings or errors

  #65 opened 2 years ago by zjph602xtc
  15

• How to extract the overdispersion parameters in regression models assuming negative binomial distribution

  #74 opened 2 years ago by markov2264
  7

• How to extract time varying coefficients and CIs corresponding to each variable in SSMregression

  #73 opened 3 years ago by markov2264
  2

• Documentation: "more complex model" example

  #71 opened 3 years ago by gergelybat
  2

• Exogenous variable

  #70 opened 4 years ago by AdamElderfield
  0

• Change .f95 suffix to .f90

  #68 opened 4 years ago by Beliavsky
  1

• KFS function

  #67 opened 4 years ago by mariajesus1980
  4

• NA value in standardised state residual at level shift

  #54 opened 4 years ago by suprajamalladi
  6

• How to predict more time series

  #64 opened 4 years ago by sue-shine
  1

• Regression effect for level or slope

  #60 opened 4 years ago by Vera1996
  1

• Problems with standardized residuals

  #52 opened 4 years ago by Vera1996
  3

• Positive log likelihood for Poisson and Binomial distribution

  #63 opened 4 years ago by zjph602xtc
  5

• Model non-gaussian multivariate outcome

  #62 opened 4 years ago by zjph602xtc
  5

• space and time prediction

  #55 opened 4 years ago by sue-shine
  11

• daily time series data runs very slow on SSM

  #47 opened 4 years ago by suprajamalladi
  4

• Observation updates

  #41 opened 4 years ago by mallerhand
  2

• Overdispersed distributions

  #40 opened 4 years ago by sschloss1
  1

• Handle intercepts in the model

  #61 opened 4 years ago by zjph602xtc
  6

• exact diffuse initialization

  #59 opened 4 years ago by suprajamalladi
  2

• Error: $ operator is invalid for atomic vectors

  #58 opened 4 years ago by Vera1996
  3

• ymiss and yt arrays in kfilter2

  #34 opened 4 years ago by jhal324
  17

• ERROR: System matrices (excluding Z) contain NA or infinite values, covariance matrices contain values larger than 1e+07

  #56 opened 4 years ago by LakeRainSound
  2

• Standardized residuals calculated from the KFS output

  #57 opened 4 years ago by suprajamalladi
  2

• Fitting a Multivariate Local Linear Trend model

  #46 opened 4 years ago by Vera1996
  5

• adding level shift without using SSMregression and dealing with an error

  #53 opened 4 years ago by suprajamalladi
  2

• LDL Composition of H failed.

  #51 opened 4 years ago by Vera1996
  2

• Regression in multivariate LLT model

  #50 opened 4 years ago by Vera1996
  2

• Results for slope and trend using function signal()

  #49 opened 4 years ago by k41m4n
  2

• No effect of missing observations on seasonal estimation error variance?

  #48 opened 4 years ago by k41m4n
  4

• model components in the KFAS package

  #45 opened 4 years ago by suprajamalladi
  4

• Documentation about Poisson

  #44 opened 5 years ago by hayato-n
  2

• Problem with one-step-ahead prediction residuals (standardised) when using an intervention variable

  #42 opened 5 years ago by k41m4n
  2

• Can't calculate multivariate time-series

  #43 opened 5 years ago by ymatsumotomatsu
  4

• Univariate approach for maximum loglikelihood in multivariate state space models

  #37 opened 5 years ago by k41m4n
  2

• Weighted regression

  #38 opened 5 years ago by sschloss1
  3

• incude multiple trends in SSMseasonal() function

  #31 opened 5 years ago by zuzanale
  1

• Order of columns of bivariate data for Poisson models

  #39 opened 5 years ago by mallerhand
  2

• P[t+1] = T*Ptt[t]*T’ + RQR' not true in KFAS

  #36 opened 6 years ago by jye1999
  3

• Negative K

  #35 opened 6 years ago by SuYe99
  7

• Predicting with missing values in non-Gaussian case

  #32 opened 6 years ago by jhal324
  3

• Requests - Options for no intercepts and not storing data

  #33 opened 6 years ago by rmendels
  4