Ecosyste.ms: Issues

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GitHub / helske/KFAS issues and pull requests

#81 - Jumpy TVPs

Issue - State: open - Opened by fipelle 3 months ago - 3 comments

#80 - Kalman filter

Issue - State: open - Opened by fleur0911 9 months ago - 1 comment

#79 - same Log Likelihood of different SSModel

Issue - State: open - Opened by JonBrommer 12 months ago - 6 comments

#78 - Question building an Ar(2) model

Issue - State: closed - Opened by shankykm over 1 year ago - 6 comments

#77 - Difficulty with setting a1 and P1 when using SSMseasonal and reduced number of harmonics

Issue - State: open - Opened by bking124 over 1 year ago - 1 comment
Labels: enhancement

#76 - Standardized residuals

Issue - State: closed - Opened by k41m4n about 2 years ago - 6 comments

#72 - Returning Importance Samples in predict.SSModel

Issue - State: closed - Opened by bking124 almost 3 years ago - 3 comments
Labels: enhancement

#71 - Documentation: "more complex model" example

Issue - State: closed - Opened by gergelybat over 3 years ago - 2 comments

#70 - Exogenous variable

Issue - State: closed - Opened by AdamElderfield over 3 years ago

#69 - Exact diffuse intialisation

Issue - State: closed - Opened by AdamElderfield over 3 years ago - 3 comments

#68 - Change .f95 suffix to .f90

Issue - State: closed - Opened by Beliavsky over 3 years ago - 1 comment

#67 - KFS function

Issue - State: closed - Opened by mariajesus1980 over 3 years ago - 4 comments

#66 - Requesting State Offset Term or Control Input specification

Issue - State: closed - Opened by baogorek almost 4 years ago - 2 comments

#65 - Wrong convergence without warnings or errors

Issue - State: closed - Opened by zjph602xtc about 4 years ago - 15 comments

#64 - How to predict more time series

Issue - State: closed - Opened by sue-shine about 4 years ago - 1 comment

#63 - Positive log likelihood for Poisson and Binomial distribution

Issue - State: closed - Opened by zjph602xtc about 4 years ago - 5 comments

#62 - Model non-gaussian multivariate outcome

Issue - State: closed - Opened by zjph602xtc about 4 years ago - 5 comments

#61 - Handle intercepts in the model

Issue - State: closed - Opened by zjph602xtc about 4 years ago - 6 comments

#60 - Regression effect for level or slope

Issue - State: closed - Opened by Vera1996 about 4 years ago - 1 comment

#59 - exact diffuse initialization

Issue - State: closed - Opened by suprajamalladi about 4 years ago - 2 comments

#58 - Error: $ operator is invalid for atomic vectors

Issue - State: closed - Opened by Vera1996 about 4 years ago - 3 comments

#57 - Standardized residuals calculated from the KFS output

Issue - State: closed - Opened by suprajamalladi over 4 years ago - 2 comments

#55 - space and time prediction

Issue - State: closed - Opened by sue-shine over 4 years ago - 11 comments

#54 - NA value in standardised state residual at level shift

Issue - State: closed - Opened by suprajamalladi over 4 years ago - 6 comments

#53 - adding level shift without using SSMregression and dealing with an error

Issue - State: closed - Opened by suprajamalladi over 4 years ago - 2 comments

#52 - Problems with standardized residuals

Issue - State: closed - Opened by Vera1996 over 4 years ago - 3 comments

#51 - LDL Composition of H failed.

Issue - State: closed - Opened by Vera1996 over 4 years ago - 2 comments

#50 - Regression in multivariate LLT model

Issue - State: closed - Opened by Vera1996 over 4 years ago - 2 comments

#49 - Results for slope and trend using function signal()

Issue - State: closed - Opened by k41m4n over 4 years ago - 2 comments

#48 - No effect of missing observations on seasonal estimation error variance?

Issue - State: closed - Opened by k41m4n over 4 years ago - 4 comments

#47 - daily time series data runs very slow on SSM

Issue - State: closed - Opened by suprajamalladi over 4 years ago - 4 comments

#46 - Fitting a Multivariate Local Linear Trend model

Issue - State: closed - Opened by Vera1996 over 4 years ago - 5 comments

#45 - model components in the KFAS package

Issue - State: closed - Opened by suprajamalladi over 4 years ago - 4 comments

#44 - Documentation about Poisson

Issue - State: closed - Opened by hayato-n over 4 years ago - 2 comments

#43 - Can't calculate multivariate time-series

Issue - State: closed - Opened by ymatsumotomatsu almost 5 years ago - 4 comments

#41 - Observation updates

Issue - State: closed - Opened by mallerhand over 5 years ago - 2 comments

#40 - Overdispersed distributions

Issue - State: closed - Opened by sschloss1 over 5 years ago - 1 comment

#39 - Order of columns of bivariate data for Poisson models

Issue - State: closed - Opened by mallerhand over 5 years ago - 2 comments

#38 - Weighted regression

Issue - State: closed - Opened by sschloss1 over 5 years ago - 3 comments

#37 - Univariate approach for maximum loglikelihood in multivariate state space models

Issue - State: closed - Opened by k41m4n over 5 years ago - 2 comments

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

Issue - State: closed - Opened by jye1999 over 5 years ago - 3 comments

#35 - Negative K

Issue - State: closed - Opened by SuYe99 about 6 years ago - 7 comments

#34 - ymiss and yt arrays in kfilter2

Issue - State: closed - Opened by jhal324 over 6 years ago - 17 comments

#33 - Requests - Options for no intercepts and not storing data

Issue - State: closed - Opened by rmendels over 6 years ago - 4 comments

#32 - Predicting with missing values in non-Gaussian case

Issue - State: closed - Opened by jhal324 over 6 years ago - 3 comments

#31 - incude multiple trends in SSMseasonal() function

Issue - State: closed - Opened by zuzanale almost 7 years ago - 1 comment

#30 - SSMSeasonal harmonics wrong indices

Issue - State: closed - Opened by jyoder6 almost 7 years ago - 1 comment

#29 - Function rstandard(kfs, "state") not working properly

Issue - State: closed - Opened by matteopelagatti about 7 years ago - 4 comments

#28 - Modify the distribution of observation errors

Issue - State: open - Opened by ghost about 7 years ago - 1 comment
Labels: enhancement

#27 - Request, not an issue ...

Issue - State: open - Opened by ghost about 7 years ago - 1 comment
Labels: enhancement

#26 - T_t unknown

Issue - State: closed - Opened by yuanyuan2319 about 7 years ago - 10 comments

#25 - Why should standard auxiliary residuals ever be NA?

Issue - State: closed - Opened by Figuera about 7 years ago - 3 comments

#24 - Filtered estimator VS. one-step ahead predictor

Issue - State: closed - Opened by yuanyuan2319 about 7 years ago - 2 comments

#23 - SSMcustom() does not return valid SSModel

Issue - State: closed - Opened by mdbauer over 7 years ago - 2 comments

#22 - Extrapolating covariate for hierarchical model

Issue - State: closed - Opened by andrewbcooper over 7 years ago - 2 comments

#21 - Limiting the number of trig functions in SSMseasonal using multiple SSMcycle

Issue - State: closed - Opened by andrewbcooper almost 8 years ago - 3 comments

#20 - Estimating the dispersion parameter for the negative binomial

Issue - State: closed - Opened by andrewbcooper almost 8 years ago - 3 comments

#19 - fitSSM does not pass nsim to optim when method = 'SANN'

Issue - State: closed - Opened by chuckcoleman about 8 years ago - 1 comment

#17 - Calculating AIC, BIC and AICc

Issue - State: closed - Opened by RebeccaSalles about 8 years ago - 6 comments

#16 - Use hasName

Issue - State: closed - Opened by helske over 8 years ago

#15 - Inverse of artransform

Issue - State: open - Opened by cristiano1br over 8 years ago - 1 comment
Labels: enhancement

#14 - Extra parameter to SSMcustom allowing name states

Pull Request - State: closed - Opened by GregoireGauriot over 8 years ago - 2 comments

#13 - Restrict coefficients in gaussian state space models

Issue - State: closed - Opened by trickster over 8 years ago - 3 comments

#12 - Change "data" in an already defined SSModel

Issue - State: open - Opened by trickster over 8 years ago - 2 comments
Labels: enhancement, question

#11 - How to increase default number of iterations in fitSSM

Issue - State: closed - Opened by RajarshiBhadra almost 9 years ago - 1 comment

#10 - simulateSSM bug

Pull Request - State: closed - Opened by gragusa almost 9 years ago - 1 comment

#9 - KFS smoothed variance bug (?)

Issue - State: closed - Opened by gragusa about 9 years ago - 3 comments

#8 - state first moment condition on y(1:t) output missing from KFAS

Issue - State: closed - Opened by yonicd over 9 years ago - 2 comments
Labels: enhancement, question

#7 - Problem to set a state space model

Issue - State: closed - Opened by rodrigopmaranhao over 9 years ago - 1 comment
Labels: question

#6 - Number state names in case of multiple instances of same component

Issue - State: closed - Opened by helske over 9 years ago - 1 comment
Labels: enhancement

#5 - Unable to correctly estimate ARMA parameters

Issue - State: closed - Opened by ypwong22 almost 10 years ago - 4 comments
Labels: question

#4 - Major bug in SSMcycle

Issue - State: closed - Opened by helske almost 11 years ago - 1 comment
Labels: bug

#3 - Converting Fortran codes to C++ with help of Rcpp

Issue - State: closed - Opened by helske almost 11 years ago - 3 comments
Labels: enhancement

#2 - Corrections to diffuse likelihood?

Issue - State: closed - Opened by helske almost 11 years ago - 1 comment
Labels: bug, enhancement

#1 - Tests

Issue - State: closed - Opened by helske almost 11 years ago - 1 comment
Labels: enhancement