R Observatory: Metrics for FKF version 0.2.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

FKF

0.2.6Package record

Fast Kalman Filter

4packages dependsuggested by 2

9.3Kdownloads / year

72.8%test coverage

13/13flavors OK

Overview

About

Maintained by Paul SmithCRAN page ↗GitHub ↗Website ↗Issues ↗

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.

Changes in 0.2.6

Fix further export bug
Change url in README (again)
Change to strict header definitions R_Calloc and R_Free

From NEWS.md in the release

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. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 2.4 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.6

READMEYes · 96 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.2.6Citation fileNoWebsiteYes · pkgdown

Help pages: 5 (1 internal)includes a package overview page
Examples that run: 100%4 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

Also includes 1 demo script (run with demo())

Vignettes (1)

Fast Kalman Filter HTML

How these are measured

Downloads

9.3K

CRAN downloads in the past year

Rank #4,602 · ~26/day · ~778/mo

Releases R versions

Daily download trend is not available in this view yet.

69030 days

1.8K90 days

9.3K1 year

Compare downloads with other packages →

Also on462 r2u7 autocran115 c2d4u

How downloads are counted

Repository

waternumbers/fkf ↗Account: waternumbers

14Stars

2Forks

4Open issues

0Open PRs

3Releases

52Commits

2Commit identities

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

Responsiveness

How these are sampled

PRs merged (all time): 86%
Median days to close, 50 most recently updated closed issues: 8
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2024-11-14 · 122026-07-07 · 14

How these are measured

PracticesBeta

6 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/waternumbers/fkf on 2026-10-18.

Continuous integration (3)

GitHub ActionsR CMD check workflowAppVeyor

The R CMD check workflow runs on Linux

Docs source (2)

GitHub Pages site last deployed 2024-09-03 · The repository has a site deploy workflow

Coverage (1)

Coverage reporting

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Installing FKF adds no packages beyond those that come with R.

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

4direct

0indirect

Imports 4

Suggested by 2

Depends, Imports or LinkingTo, most downloaded first

RcppSMC wex cforecast tscopula

Suggests, most downloaded first

highfrequency sarima

How these are counted

Code & Tests

People & History

People (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

Maintainer since 0.1.4 (2018), previously Marc Weibel (0.1.3) and Philipp Erb (0.1.0 to 0.1.2)

Releases (16)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.2.6Latest
record
2024-09-08 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
0.2.5
record
2024-01-30 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.2.4
record
2022-10-10 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.2.3
record
2021-12-17 · diff ↗
0.2.2
record
2021-10-17 · diff ↗
0.2.1
record
2021-09-28 · diff ↗ ·
added 1 export
fks
R
R 4.1.0 released · 2021-05-18
0.1.7
record
2020-06-14 · diff ↗
0.1.6
record
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 eventsHide 25 earlier events

0.1.5
record
2018-07-20 · diff ↗
unarchivedReturned to CRAN
2018-07-13
0.1.4
record
2018-07-13 · diff ↗ ·
removed 1 export
plot.fkf
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
record
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
record
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
record
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
record
2009-10-19 · diff ↗
0.0.2
record
2009-07-18 · diff ↗
R
R 2.9.0 released · 2009-04-17
0.0.1
record
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

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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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