wex

0.1.1

Exact Observation Weights for the Kalman Filter and Smoother

1packages depend

6.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Tim GinkerFirst published 2025-05-092 releasesCRAN page ↗GitHub ↗

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.

Install

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

install.packages("wex", 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("timginker/wex")

Development version from timginker/wex. 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-wex

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-wex

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-wex

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

Health

CRAN checks

13OK

Slowest check: 48 s · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

6.6K

CRAN downloads in the past year

Rank #5,935 · ~18/day · ~548/mo

Releases R versions

Daily download trend is not available in this view yet.

47730 days

1.7K90 days

6.6K1 year

Compare downloads with other packages →

Also on103 r2u6 autocran

Repository

GitHub ↗ timginker/wex

3Stars

0Forks

0Open issues

0Open PRs

2Releases

47Commits

1Contributors

kalman-filterkalman-filteringtime-series-analysis

47 commits · Last activity 2026-04-04 · 0% stars, 30d

Stars over time

2026-01-25 · 22026-07-07 · 3

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (2)

FKF KFAS

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

cforecast

Code & Tests

Code Composition

R 240 (68%)Rd 112 (32%)

Code characteristics

Cyclomatic complexity: 19.0 median / 19 max
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

1 1 exported

Complexity

19 avg / 19 max

Call network

1 nodes / 0 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Tim Ginker

Author, Maintainer, Copyright holder

Authors (1)

Tim Ginker

Author, Maintainer, Copyright holder

Tim Ginker

Author, Maintainer, Copyright holder

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
0.1.1Latest
2026-04-04 · current release · diff ↗
0.1.0
2026-03-10
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: 47 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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