Kalman Filter and Smoother for Exponential Family State Space Models R package KFAS version 1.6.0 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) State space modelling is an efficient and flexible framework for statistical inference of a broad class of time series and other data. KFAS includes computationally efficient functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions. See the paper by Helske (2017) <doi:10.18637/jss.v078.i10> for details. Software Depends: R (>= 3.1.0) Imports: stats Suggests: knitr, lme4, MASS, Matrix, testthat Jouni Helske <jouni.helske@iki.fi> Comprehensive R Archive Network (CRAN) Jouni Helske [aut, cre] (ORCID: <https://orcid.org/0000-0001-7130-793X>) GPL (>= 2) 2025-05-26 application/tgz https://CRAN.R-project.org/package=KFAS doi:10.32614/CRAN.package.KFAS