Package: wex
Type: Package
Title: Exact Observation Weights for the Kalman Filter and Smoother
Version: 0.1.1
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 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.
License: MIT + file LICENSE
Encoding: UTF-8
Imports: FKF, KFAS
LazyData: true
URL: https://github.com/timginker/wex
BugReports: https://github.com/timginker/wex/issues
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-04-03 17:51:51 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: 2026-04-04 05:20:02 UTC
Built: R 4.4.3; ; 2026-04-07 22:46:26 UTC; unix
