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Exact Observation Weights for the Kalman Filter and Smoother

1packages depend
6Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Computes exact observation weights for the Kalman filter and smoother, following Koopman and Harvey (2003) <www.sciencedirect.com/science/article/pii/S0165188902000611>. The package provides tools for analyzing linear Gaussian state-space models, allowing users to quantify the contribution of individual observations to filtered and smoothed state estimates. These weights can be used for interpretation, decomposition, and diagnostic analysis in time series models, including applications such as dynamic factor models. See the README for examples.

Changes in 0.1.1
  • Added KFAS routines that do not require the invertibility of the prediction error variance matrices
  • Improved documentation and Readme

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 49 s · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.1
READMEYes · 966 wordsVignettesNoNEWSYes · 67% structured · mentions 0.1.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
2
Examples that run
100%1 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
50%

Downloads

6K
CRAN downloads in the past year
Rank #9,611 · ~16/day · ~500/mo
Daily download trend is not available in this view yet.
Also on103 r2u3 autocran

Repository

3Stars
0Forks
0Open issues
0Open PRs
2Releases
47Commits
1Commit identities
kalman-filterkalman-filteringtime-series-analysis
47 commits · Last activity 2026-04-04 · 0% stars, 30d
Responsiveness
not measured

Stars over time

2026-01-25 · 22026-07-07 · 3
PracticesBeta

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

Checks run against github.com/timginker/wex on 2026-10-21.

Docs source (1)
README.Rmd
CRAN release process (1)
cran-comments.md
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

Installing wex adds 2 packages (2 with compiled code, 564 KB of source tarballs). Heaviest: KFAS 471 KB, FKF 93 KB.

Depends (1)
R >= 3.5.0
Imports (2)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (1)
Author, Maintainer since 0.1.0 (2025), Copyright holder
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.1Latest
    record
    2026-04-04 · current release · diff ↗
  • 0.1.0
    record
    2025-05-09
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-05-09
Total releases
2 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Bundled data
19 KB / 1 file
Download size
57 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("wex")
Ginker, T. (2026). wex: Exact Observation Weights for the Kalman Filter and Smoother (Version 0.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.wex

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for wex version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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