R Observatory: Metrics for FKF version 0.2.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

FKF

0.2.6

Fast Kalman Filter

6packages depend

11.9Kdownloads / year

72.8%test coverage

13/13checks pass

Overview

About

Maintained by Paul SmithFirst published 2009-02-1216 releasesCRAN page ↗GitHub ↗

This is a fast and flexible implementation of the Kalman filter and smoother, which can deal with NAs. It is entirely written in C and relies fully on linear algebra subroutines contained in BLAS and LAPACK. Due to the speed of the filter, the fitting of high-dimensional linear state space models to large datasets becomes possible. This package also contains a plot function for the visualization of the state vector and graphical diagnostics of the residuals.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("FKF", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("waternumbers/FKF")

Development version from waternumbers/FKF. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fkf

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-FKF

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-FKF

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.5 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.21

72.8%

Coverage · measured lines

100%

Documentation · exports

1

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 96 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

11.9K

CRAN downloads in the past year

Rank #4,968 · ~33/day · ~993/mo

Releases R versions

Daily download trend is not available in this view yet.

39130 days

1.6K90 days

11.9K1 year

Compare downloads with other packages →

Also on497 r2u22 autocran59 c2d4u

Repository

GitHub ↗ waternumbers/fkf

14Stars

2Forks

4Open issues

0Open PRs

3Releases

52Commits

2Contributors

52 commits · Last activity 2024-09-03 · 0% stars, 30d

Stars over time

2024-11-14 · 122026-07-07 · 14

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 1 family in the upstream repository

Checks run against github.com/waternumbers/fkf on 2026-08-16.

Continuous integration (2)

GitHub ActionsAppVeyor

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (1)

graphics

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

6direct

0indirect

RcppSMC cforecast tscopula wex highfrequency sarima

Code & Tests

People & History

People (5)

Maintainer (1)

Paul Smith

Author, Maintainer · added in 0.1.6

Authors (5)

Paul Smith

Author, Maintainer · added in 0.1.6

Philipp Erb

Author

David Luethi

Author

Daniel McDonald

Author · added in 0.2.1

Simon Otziger

Author · added in 0.1.0

Package Timeline

16 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.2.6Latest
2024-09-08 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
0.2.5
2024-01-30 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.2.4
2022-10-10 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.2.3
2021-12-17 · diff ↗
0.2.2
2021-10-17 · diff ↗
0.2.1
2021-09-28 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.1.7
2020-06-14 · diff ↗
0.1.6
2020-06-01 · diff ↗
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26

Show 25 earlier events

0.1.5
2018-07-20 · diff ↗
0.1.4
2018-07-13 · diff ↗
unarchivedReturned to CRAN
2018-07-13
R
R 3.5.0 released · 2018-04-23
archivedRemoved from CRAN
2018-03-06
Had ASAN and valgrind failures
orphanedOrphaned by its maintainer
2018-02-11
email address bounced when asked for correction
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
0.1.3
2014-02-10 · diff ↗
R
R 3.0.0 released · 2013-04-03
R
R 2.15.0 released · 2012-03-30
0.1.2
2012-03-21 · diff ↗
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
0.1.1
2010-11-03 · diff ↗
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
R
R 2.10.0 released · 2009-10-26
0.1.0
2009-10-19 · diff ↗
0.0.2
2009-07-18 · diff ↗
R
R 2.9.0 released · 2009-04-17
0.0.1
2009-02-12
R
R 2.8.0 released · 2008-10-20

Package metadata

First published: 2009-02-12
Total releases: 16 / 17 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Download size: 93 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("FKF")

Format

Smith, P., Erb, P., Luethi, D., McDonald, D., & Otziger, S. (2024). FKF: Fast Kalman Filter (Version 0.2.6) [Computer software]. https://doi.org/10.32614/CRAN.package.FKF

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for FKF version 0.2.6 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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