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| author | TAKATSU Tomonari <tota@FreeBSD.org> | 2012-02-11 14:59:28 +0000 |
|---|---|---|
| committer | TAKATSU Tomonari <tota@FreeBSD.org> | 2012-02-11 14:59:28 +0000 |
| commit | 9e8084ffbd4077ca06dc78d3ffb5e63407792a2b (patch) | |
| tree | cfe2617bff84bcf86c8c45bc61c9ff9418f1bf3d /math/R-cran-KFAS | |
| parent | f8e89f0fd2ecb9f1bd133eb514f0fad5c4d0a111 (diff) | |
| download | ports-9e8084ffbd4077ca06dc78d3ffb5e63407792a2b.tar.gz ports-9e8084ffbd4077ca06dc78d3ffb5e63407792a2b.zip | |
- Add a new port: math/R-cran-KFAS
Package KFAS provides funchtions for Kalman filtering, state,
disturbance and simulation smoothing, forecasting and simulation
of state space models. All functions can use exact diffuse
initialisation when distributions of some or all elements of initial
state vector are unknown. Filtering, state smoothing and simulation
functions use sequential processing algorithm, which is faster than
standard approach, and it also allows singularity of prediction
error variance matrix. KFAS also contains function for computing
the likelihood of exponential family state space models and function
for state smoothing of exponential family state space models.
WWW: http://cran.r-project.org/web/packages/KFAS/
Notes
Notes:
svn path=/head/; revision=290923
Diffstat (limited to 'math/R-cran-KFAS')
| -rw-r--r-- | math/R-cran-KFAS/Makefile | 22 | ||||
| -rw-r--r-- | math/R-cran-KFAS/distinfo | 2 | ||||
| -rw-r--r-- | math/R-cran-KFAS/pkg-descr | 12 |
3 files changed, 36 insertions, 0 deletions
diff --git a/math/R-cran-KFAS/Makefile b/math/R-cran-KFAS/Makefile new file mode 100644 index 000000000000..5df41a70d277 --- /dev/null +++ b/math/R-cran-KFAS/Makefile @@ -0,0 +1,22 @@ +# New ports collection makefile for: R-cran-KFAS +# Date created: 2012-01-04 +# Whom: TAKATSU Tomonari <tota@FreeBSD.org> +# +# $FreeBSD$ +# + +PORTNAME= KFAS +PORTVERSION= 0.6.1 +CATEGORIES= math +DISTNAME= ${PORTNAME}_${PORTVERSION} + +MAINTAINER= tota@FreeBSD.org +COMMENT= Kalman filter and smoothers for exponential family state space models + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> diff --git a/math/R-cran-KFAS/distinfo b/math/R-cran-KFAS/distinfo new file mode 100644 index 000000000000..e15ff0cee6b6 --- /dev/null +++ b/math/R-cran-KFAS/distinfo @@ -0,0 +1,2 @@ +SHA256 (KFAS_0.6.1.tar.gz) = 77e013bdc49be81a20abfc29d37ef9a7066188247ce279f26437921b4687bb15 +SIZE (KFAS_0.6.1.tar.gz) = 24981 diff --git a/math/R-cran-KFAS/pkg-descr b/math/R-cran-KFAS/pkg-descr new file mode 100644 index 000000000000..733201203c17 --- /dev/null +++ b/math/R-cran-KFAS/pkg-descr @@ -0,0 +1,12 @@ +Package KFAS provides funchtions for Kalman filtering, state, +disturbance and simulation smoothing, forecasting and simulation +of state space models. All functions can use exact diffuse +initialisation when distributions of some or all elements of initial +state vector are unknown. Filtering, state smoothing and simulation +functions use sequential processing algorithm, which is faster than +standard approach, and it also allows singularity of prediction +error variance matrix. KFAS also contains function for computing +the likelihood of exponential family state space models and function +for state smoothing of exponential family state space models. + +WWW: http://cran.r-project.org/web/packages/KFAS/ |