{
  "_id": "6adf0d85625464c968a95fcd",
  "Package": "kimfilter",
  "Type": "Package",
  "Title": "Kim Filter",
  "Version": "2.0.0",
  "Date": "2026-05-01",
  "Authors@R": "c(person(given = \"Alex\",\nfamily = \"Hubbard\",\nrole = c(\"aut\", \"cre\"),\nemail = \"hubbard.alex@gmail.com\"))",
  "Description": "'Rcpp' implementation of the multivariate Kim filter,\nwhich combines the Kalman and Hamilton filters for state\nprobability inference. The filter is designed for state space\nmodels and can handle missing values and exogenous data in the\nobservation and state equations. Kim, Chang-Jin and Charles R.\nNelson (1999) \"State-Space Models with Regime Switching:\nClassical and Gibbs-Sampling Approaches with Applications\"\n<doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.",
  "License": "GPL (>= 2)",
  "VignetteBuilder": "knitr",
  "Encoding": "UTF-8",
  "Config/roxygen2/version": "8.0.0",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-10-26 08:16:59 UTC",
    "User": "root"
  },
  "Author": "Alex Hubbard [aut, cre]",
  "Maintainer": "Alex Hubbard <hubbard.alex@gmail.com>",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2026-05-07 12:14:44 UTC",
  "RemoteUrl": "https://github.com/cran/kimfilter",
  "RemoteRef": "HEAD",
  "RemoteSha": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
  "_user": "cran",
  "_type": "src",
  "_file": "kimfilter_2.0.0.tar.gz",
  "_fileid": "https://r2.ropensci.org/dc7835710f2fd01c8c64943e73ec86cac1856fd4d81a66bb070f667d7c436460",
  "_filesize": 146622,
  "_sha256": "dc7835710f2fd01c8c64943e73ec86cac1856fd4d81a66bb070f667d7c436460",
  "_expires": "2027-02-03T08:21:23.000Z",
  "_created": "2026-10-26T08:16:59.000Z",
  "_published": "2026-10-26T08:21:25.486Z",
  "_upstream": "https://github.com/cran/kimfilter",
  "_status": "success",
  "_maintainer": {
    "name": "Alex Hubbard",
    "email": "hubbard.alex@gmail.com",
    "login": "hubbardalex",
    "description": "",
    "uuid": 40621441
  },
  "_jobs": [
    {
      "job": 121466563864,
      "time": 144,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12635448611"
    },
    {
      "job": 121466564016,
      "time": 127,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12636272944"
    },
    {
      "job": 121466563825,
      "time": 129,
      "config": "linux-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12636113310"
    },
    {
      "job": 121466563805,
      "time": 132,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12635837878"
    },
    {
      "job": 121465371133,
      "time": 190,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12635987343"
    },
    {
      "job": 121466563860,
      "time": 122,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "12635882726"
    },
    {
      "job": 121466563977,
      "time": 209,
      "config": "windows-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12636072694"
    },
    {
      "job": 121466563890,
      "time": 152,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "12635409078"
    },
    {
      "job": 121466563919,
      "time": 204,
      "config": "windows-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12636432923"
    },
    {
      "job": 121466563828,
      "time": 90,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "12636715158"
    }
  ],
  "_buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972",
  "_commit": {
    "id": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
    "author": "Alex Hubbard <hubbard.alex@gmail.com>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 2.0.0\n",
    "time": 1778156084
  },
  "_distro": "resolute",
  "_host": "GitHub-Actions",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.5.0",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "version": ">= 1.0.9",
      "role": "Imports"
    },
    {
      "package": "data.table",
      "version": ">= 1.14.2",
      "role": "Suggests"
    },
    {
      "package": "maxLik",
      "version": ">= 1.5-2",
      "role": "Suggests"
    },
    {
      "package": "ggplot2",
      "version": ">= 3.3.6",
      "role": "Suggests"
    },
    {
      "package": "gridExtra",
      "version": ">= 2.3",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": false,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2026-19",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "2.0.0",
      "date": "2026-05-07"
    }
  ],
  "_stars": 1,
  "_contributors": [
    {
      "user": "hubbardalex",
      "count": 6,
      "uuid": 40621441
    }
  ],
  "_userbio": {
    "uuid": 6899542,
    "type": "organization",
    "name": "cran",
    "followers": 634,
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
    "count": 295,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/kimfilter"
  },
  "_searchresults": 10,
  "_topics": [
    "openblas",
    "cpp",
    "openmp"
  ],
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/kimfilter.html",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt"
  ],
  "_realowner": "hubbardalex",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0.0",
      "date": "2022-09-14"
    },
    {
      "version": "1.0.1",
      "date": "2023-02-22"
    },
    {
      "version": "1.0.2",
      "date": "2023-09-26"
    },
    {
      "version": "1.0.3",
      "date": "2024-03-08"
    },
    {
      "version": "1.1.0",
      "date": "2025-10-17"
    },
    {
      "version": "2.0.0",
      "date": "2026-05-07"
    }
  ],
  "_exports": [
    "kim_filter",
    "ss_prob"
  ],
  "_datasets": [
    {
      "name": "sw_dcf",
      "title": "Stock and Watson Markov Switching Dynamic Common Factor Data Set",
      "object": "sw_dcf",
      "file": "sw_dcf.RData",
      "class": [
        "data.table",
        "data.frame"
      ],
      "fields": [
        "date",
        "ip",
        "gmyxpq",
        "mtq",
        "lpnag",
        "dcoinc"
      ],
      "rows": 433,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "kim_filter",
      "title": "Kim Filter",
      "topics": [
        "kim_filter"
      ]
    },
    {
      "page": "ss_prob",
      "title": "Steady State Probabilties",
      "topics": [
        "ss_prob"
      ]
    },
    {
      "page": "sw_dcf",
      "title": "Stock and Watson Markov Switching Dynamic Common Factor Data Set",
      "topics": [
        "sw_dcf"
      ]
    }
  ],
  "_rundeps": [
    "Rcpp",
    "RcppArmadillo"
  ],
  "_sysdeps": [
    {
      "shlib": "liblapack",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    },
    {
      "shlib": "libgomp",
      "package": "libgomp1",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "openmp",
      "homepage": "http://gcc.gnu.org/",
      "description": "GCC OpenMP (GOMP) support library"
    }
  ],
  "_vignettes": [
    {
      "source": "kimfilter_vignette.Rmd",
      "filename": "kimfilter_vignette.html",
      "title": "Kim Filter for State Space Models",
      "author": "Alex Hubbard",
      "engine": "knitr::rmarkdown",
      "headings": [
        "The State Space Model",
        "Prediction Stage",
        "Updating Stage",
        "Probability Stage",
        "Smoothing",
        "Example: Stock and Watson Markov Switching Dynamic Common Factor Model"
      ],
      "created": "2022-09-14 05:00:05",
      "modified": "2026-05-07 12:14:44",
      "commits": 3
    }
  ],
  "_score": 2,
  "_indexed": false,
  "_nocasepkg": "kimfilter",
  "_universes": [
    "cran"
  ],
  "_indexurl": "https://hubbardalex.r-universe.dev/kimfilter",
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.0.0",
      "date": "2026-10-26T08:19:31.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/1d254645636d3106f8c5b2564cf8265706ab1d3d651a1be92f32a7e98cc55f7d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.0.0",
      "date": "2026-10-26T08:19:08.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/9886d764add670aa6f693c0eea8dd3f05ae717abd3c192d8e95864c1c9a56ef8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "2.0.0",
      "date": "2026-10-26T08:19:19.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/c6393bf5c0668b1508a11c6d92cf5fd9516a31b133770b320f77cfe52b5355d2",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "2.0.0",
      "date": "2026-10-26T08:19:10.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/2c26df77010049ff1bfc69c6b92b0255d97358da5ba81fe0615464b5a7618f2a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "2.0.0",
      "date": "2026-10-26T08:19:22.000Z",
      "arch": "emscripten",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/eb39ac727005e79afe4ff4a9c27e62f3ec0f2a9e03a3238134d269821760d83b",
      "status": "success",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "2.0.0",
      "date": "2026-10-26T08:20:19.000Z",
      "arch": "aarch64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/16e07778f291cb897f89738e746cb79b88d5f15a01a58a32283ee14ef834f710",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "2.0.0",
      "date": "2026-10-26T08:18:26.000Z",
      "arch": "x86_64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/f9491eb8c8f3f9596a89be1cf38c2c04db1c68fd2ad965ca461c59f5c321a000",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "2.0.0",
      "date": "2026-10-26T08:20:19.000Z",
      "arch": "aarch64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/44e89a64a9f7c7afdc2368a05761b4a6eeb5a02d47056f371ee4b6b938887e8c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "2.0.0",
      "date": "2026-10-26T08:18:22.000Z",
      "arch": "x86_64",
      "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277",
      "fileid": "https://r2.ropensci.org/69d39f7760b2aa5bfbaf029d7f56a16288b2f544f7d2ebf410b7172c7081f700",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/40290833972"
    }
  ]
}