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Added support for the KFAS backend for state-space
filtering and smoothing routines. The backend can be selected using the
package argument (package = "KFAS").
This backend is particularly useful when the forecast error variance matrix is singular or near-singular, a situation in which the default FKF implementation may fail. While KFAS provides a more robust alternative, it is computationally more demanding and may result in longer execution times.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.