KFAS

1.6.0

Kalman Filter and Smoother for Exponential Family State Space Models

22packages depend

221.7Kdownloads / year

65.5%test coverage

13/13checks pass

Overview

About

Maintained by Jouni HelskeFirst published 2009-08-1966 releasesCRAN page ↗GitHub ↗

State space modelling is an efficient and flexible framework for statistical inference of a broad class of time series and other data. KFAS includes computationally efficient functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions. See the paper by Helske (2017) doi:10.18637/jss.v078.i10 for details.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("KFAS", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("helske/KFAS")

Development version from helske/KFAS. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-kfas

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-KFAS

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-KFAS

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.1 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.13

65.5%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 93%
Return-value docs: 93%
References docs: 26%

Downloads

221.7K

CRAN downloads in the past year

Rank #1,395 · ~607/day · ~18.5K/mo

Releases R versions

Daily download trend is not available in this view yet.

5.5K30 days

23.2K90 days

221.7K1 year

Compare downloads with other packages →

Also on605 r2u33 autocran3.5K conda_forge80 c2d4u

Repository

GitHub ↗ helske/kfas

73Stars

15Forks

7Open issues

0Open PRs

3Releases

393Commits

8Contributors

rfortrantime-seriesstate-spaceexponential-familygaussian-modelsdynamic-linear-model

393 commits · Last activity 2025-05-25 · +1.4% stars, 30d

Stars over time

2025-07-13 · 662026-07-07 · 73

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/helske/kfas on 2026-07-19.

Continuous integration (1)

GitHub Actions

Coverage (1)

Codecov

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.1.0

Imports (1)

stats

LinkingTo (0)

none

Suggests (5)

knitr lme4MASSMatrixtestthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

22direct

3indirect

CausalMBSTS MARSS REPS RGAP TSPred cbsREPS cforecast mbsts reviser sectorgap tsPI tsgc tspredit walker wex MaddisonData bssm countSTAR dfms ggfortify sarima tidyILD

Code & Tests

Code Composition

R 6,717 (43%)Fortran 3,930 (25%)Rd 3,194 (21%)Vignettes 1,111 (7%)Other 415 (3%)C 163 (1%)

Code characteristics

Object systems

S318

Cyclomatic complexity: 8.5 median / 87 max
Test cases: 24 / 0.13 per code line

Test coverage

Line coverage

66%

Expression

64.6%

Tests / Examples

65.5% / 61% ex

Functions

94 21 exported

Complexity

16.5 avg / 87 max

Call network

94 nodes / 102 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

94 functions

Function	Cyclo	Coverage
SSMbespoke exp	1	0%
approxSSM exp	8	0%
mvInnovations exp	4	0%
subset<- exp	1	0%
coef.SSModel	2	0%
confint.KFS	8	0%

Datasets

Bundled datasets · 1

Name	Class	Rows × Cols	Also ships in
boat	ts	–	–

People & History

People (1)

Maintainer (1)

Jouni Helske

Author, Maintainer · added in 0.4.5

Authors (1)

Jouni Helske

Author, Maintainer · added in 0.4.5

Listed in earlier versions (1)

Jouni Lehtonen

no longer listed · 0.3.1 to 0.4.4

Package Timeline

66 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.6.0Latest
2025-05-26 · current release · diff ↗
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R 4.5.0 released · 2025-04-11
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R 4.4.0 released · 2024-04-24
1.5.1
2023-09-05 · diff ↗
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R 4.3.0 released · 2023-04-21
1.5.0
2023-02-07 · diff ↗
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R 4.2.0 released · 2022-04-22
1.4.6
2021-06-07 · diff ↗
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R 4.1.0 released · 2021-05-18
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1.4.1
2020-12-08 · diff ↗
1.4.0
2020-12-07 · diff ↗
R
R 4.0.0 released · 2020-04-24

Show 71 earlier events

1.3.7
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1.3.6
2019-05-29 · diff ↗
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R 3.6.0 released · 2019-04-26
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R 3.5.0 released · 2018-04-23
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R 3.4.0 released · 2017-04-21
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R 3.3.0 released · 2016-05-03
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R 3.2.0 released · 2015-04-16
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R 3.1.0 released · 2014-04-10
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2013-12-03 · diff ↗
R
R 3.0.0 released · 2013-04-03
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2012-07-06 · diff ↗
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R 2.15.0 released · 2012-03-30
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R 2.14.0 released · 2011-10-31
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R 2.13.0 released · 2011-04-13
2.12.2
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0.6.1
2011-02-23 · diff ↗
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R 2.12.0 released · 2010-10-15
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R 2.11.0 released · 2010-04-22
2.11.0
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0.6.0
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0.5.9
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2010-03-26 · diff ↗
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2009-11-14 · diff ↗
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2009-11-11 · diff ↗
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R 2.10.0 released · 2009-10-26
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2009-10-22 · diff ↗
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2009-10-20 · diff ↗
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2009-10-19 · diff ↗
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2009-09-28 · diff ↗
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2009-09-18 · diff ↗
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2009-08-27 · diff ↗
2.9.2
2009-08-21 · diff ↗
0.3.2
2009-08-21 · diff ↗
0.3.1
2009-08-19
R
R 2.9.0 released · 2009-04-17

Package metadata

First published: 2009-08-19
Total releases: 66 / 17 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.1.0
Bundled data: 5.4 KB / 4 files
Download size: 471 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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