Package: wex
Type: Package
Title: Compute the Exact Observation Weights for the Kalman Filter and
        Smoother
Version: 0.1.0
Authors@R: c(
    person(
      "Tim", "Ginker",
      email = "timginker@gmail.com",
      role = c("aut", "cre","cph"),
      comment = c(ORCID = "0000-0002-7138-5417")
    )
  )
Maintainer: Tim Ginker <timginker@gmail.com>
Description: Computes the exact observation weights for the Kalman filter and smoother, based on the method described in Koopman and Harvey (2003) <www.sciencedirect.com/science/article/pii/S0165188902000611>.
    The package supports in-depth exploration of state-space models, enabling researchers and practitioners to extract meaningful insights from time series data.
    This functionality is especially valuable in dynamic factor models, where the computed weights can be used to decompose the contributions of individual variables to the latent factors.
    See the README file for examples.
License: MIT + file LICENSE
Encoding: UTF-8
Imports: FKF
LazyData: true
URL: https://github.com/timginker/wex
BugReports: https://github.com/timginker/wex/issues
RoxygenNote: 7.3.2
NeedsCompilation: no
Packaged: 2025-05-07 10:46:59 UTC; timgi
Author: Tim Ginker [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-7138-5417>)
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2025-05-09 09:50:02 UTC
Built: R 4.5.2; ; 2025-11-01 01:45:01 UTC; windows
