{ "_id": "6a23bd0e530b9bc726bda105", "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.", "License": "GPL (>= 2)", "VignetteBuilder": "knitr", "Encoding": "UTF-8", "Config/roxygen2/version": "8.0.0", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-06 05:59:55 UTC", "User": "root" }, "Author": "Alex Hubbard [aut, cre]", "Maintainer": "Alex Hubbard ", "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", "MD5sum": "f097d922d401029b101862433226562e", "_user": "cran", "_type": "src", "_file": "kimfilter_2.0.0.tar.gz", "_fileid": "e667eac5909df9bbfc187b823e51171c658d5de9339c61a01cbb543bc818380d", "_filesize": 145243, "_sha256": "e667eac5909df9bbfc187b823e51171c658d5de9339c61a01cbb543bc818380d", "_created": "2026-06-06T05:59:55.000Z", "_published": "2026-06-06T06:24:14.738Z", "_distro": "noble", "_jobs": [ { "job": 79855938048, "time": 1397, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7451946772" }, { "job": 79855938051, "time": 152, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7451791722" }, { "job": 79855938055, "time": 171, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7451794310" }, { "job": 79855938059, "time": 146, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7451791072" }, { "job": 79855702585, "time": 227, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7451772001" }, { "job": 79855938024, "time": 122, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7451788009" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/27054346104", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/kimfilter", "_commit": { "id": "93b663e1ed5b189a367d3af7bd80a4247ffee277", "author": "Alex Hubbard ", "committer": "cran-robot ", "message": "version 2.0.0\n", "time": 1778156084 }, "_maintainer": { "name": "Alex Hubbard", "email": "hubbard.alex@gmail.com", "login": "hubbardalex", "description": "", "uuid": 40621441 }, "_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": "2025-42", "n": 1 }, { "week": "2026-19", "n": 1 } ], "_tags": [ { "name": "1.1.0", "date": "2025-10-17" }, { "name": "2.0.0", "date": "2026-05-07" } ], "_stars": 1, "_contributors": [ { "user": "hubbardalex", "count": 6, "uuid": 40621441 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 288, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/kimfilter" }, "_searchresults": 18, "_topics": [ "openblas", "cpp", "openmp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/kimfilter.html", "extra/NEWS.html", "extra/NEWS.txt", "manual.pdf" ], "_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": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" }, { "shlib": "libgomp", "package": "libgomp1", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "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": 2.5563025007672873, "_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": "2026-06-06T06:23:27.000Z", "distro": "noble", "arch": "aarch64", "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277", "fileid": "168188fb477bc062716d4617ec9c1d6b084ab376fe68011d10cfc5ac9e47d9b7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/27054346104" }, { "r": "4.7.0", "os": "linux", "version": "2.0.0", "date": "2026-06-06T06:02:39.000Z", "distro": "noble", "arch": "x86_64", "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277", "fileid": "e7e7baeabd4f63b97dfff28b5355737c8794d032988e768c613faf28872d208d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/27054346104" }, { "r": "4.6.0", "os": "linux", "version": "2.0.0", "date": "2026-06-06T06:02:58.000Z", "distro": "noble", "arch": "aarch64", "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277", "fileid": "9fa86508b9efb42687d72a83b1eae5677f9b403c6552ec84d8cf29ddc1d9095b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/27054346104" }, { "r": "4.6.0", "os": "linux", "version": "2.0.0", "date": "2026-06-06T06:02:29.000Z", "distro": "noble", "arch": "x86_64", "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277", "fileid": "b4b963d30d87cff30c5eba7dbdea613902546daa0cf7adab4cecb80af68df6fd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/27054346104" }, { "r": "4.6.0", "os": "wasm", "version": "2.0.0", "date": "2026-06-06T06:02:26.000Z", "arch": "emscripten", "commit": "93b663e1ed5b189a367d3af7bd80a4247ffee277", "fileid": "84eb3e6984eee498835d8b1aeedf9ac38212e4f0c7a8ee68b0e7d4f928deadc5", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/27054346104" } ] }