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
Roxygen: list(markdown = TRUE)
Imports: FKF, KFAS
LazyData: true
URL: https://github.com/timginker/wex
BugReports: https://github.com/timginker/wex/issues
RoxygenNote: 7.3.3
Repository: https://timginker.r-universe.dev
Date/Publication: 2026-04-04 09:45:14 UTC
RemoteUrl: https://github.com/timginker/wex
RemoteRef: HEAD
RemoteSha: ce2a2773b583cfae9861b66f609b8eb0cdd78432
NeedsCompilation: no
Packaged: 2026-07-03 06:40:02 UTC; root
Author: Tim Ginker [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-7138-5417>)
Depends: R (>= 3.5.0)