R Observatory: Metrics for kimfilter version 2.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

kimfilter

2.0.0Package record

Kim Filter

0packages depend

3.2Kdownloads / year

42.9%test coverage

13/13flavors OK

Overview

About

Maintained by Alex HubbardCRAN page ↗

'Rcpp' implementation of the multivariate Kim filter, which combines the Kalman and Hamilton filters for state probability inference. The filter is designed for state space models and can handle missing values and exogenous data in the observation and state equations. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" doi:10.7551/mitpress/6444.001.0001 http://econ.korea.ac.kr/~cjkim/.

Install

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

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

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

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-kimfilter

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-kimfilter

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-kimfilter

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: 3.1 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-04-22
ERROR13 OK, 1 ERROR2026-04-18
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.0.0

READMENoVignettesYes · 1 · staticNEWSYes · 67% structured · mentions 2.0.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 4 (1 internal)includes a package overview page
Examples that run: 0%2 never run
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (1)

Kim Filter for State Space Models HTML

How these are measured

Downloads

3.2K

CRAN downloads in the past year

Rank #15,949 · ~9/day · ~270/mo

Releases R versions

Daily download trend is not available in this view yet.

28930 days

78390 days

3.2K1 year

Compare downloads with other packages →

Also on372 r2u3 autocran

How downloads are counted

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing kimfilter adds 2 packages (2 with compiled code, 2.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

Depends (1)

R >= 3.5.0

Imports (1)

Rcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (7)

data.table maxLik ggplot2 (>= 3.3.6)gridExtra knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Alex Hubbard

Author, Maintainer since 1.0.0 (2022)

Releases (6)

Pick two releases to compare their code metrics.

2.0.0Latest
record
2026-05-07 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.1.0
record
2025-10-18 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.0.3
record
2024-03-08 · diff ↗
1.0.2
record
2023-09-25 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.0.1
record
2023-02-22 · diff ↗
1.0.0
record
2022-09-14
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-09-14
Total releases: 6 / 4 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 7.4 KB / 1 file
Download size: 50 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("kimfilter")

Format

Hubbard, A. (2026). kimfilter: Kim Filter (Version 2.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.kimfilter

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 kimfilter version 2.0.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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