Helske J (2016). KFAS: Kalman Filter and Smoother for Exponential Family State Space Models. R package version 1.2.4, http://cran.r-project.org/package=KFAS.

Helske J (2016). “KFAS: Exponential Family State Space Models in R.” Accepted to Journal of Statistical Software.

Corresponding BibTeX entries:

  @Manual{KFAS,
    title = {{KFAS}: {K}alman Filter and Smoother for Exponential
      Family State Space Models},
    author = {Jouni Helske},
    year = {2016},
    note = {R package version 1.2.4},
    url = {http://cran.r-project.org/package=KFAS},
  }
  @Article{KFASarticle,
    title = {{KFAS}: Exponential Family State Space Models in {R}},
    author = {Jouni Helske},
    journal = {Accepted to Journal of Statistical Software},
    year = {2016},
  }