The set of functions used for time series analysis and in forecasting.

R package for statistical inference using partially observed Markov processes

KFAS: R Package for Exponential Family State Space Models

State-space, age-structured fish stock assessment model

Create Multivariate Autoregressive State-Space Models with the MARSS R package

Integrated data state-space models for Northwestern raptor population trends

statespacer: State Space Modelling in R

R and C++ codes that can be used to replicate the empirical results obtained in the paper "Time-varying state correlations in state space models and their estimation via indirect inference" by Caterina Schiavoni, Siem Jan Koopman, Franz Palm, Stephan Smeekes and Jan van den Brakel.

R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official statistics" with Franz Palm, Stephan Smeekes and Jan van den Brakel.

R codes to implement two examples for the mode and importance sampling estimation methods.

An R package to extracts the trend and first derivative using a local linear model in state-space form and the Diffuse Kalman Filter

A simulation tool for health evaluation modelling