# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "wex" in publications use:' type: software license: MIT title: 'wex: Exact Observation Weights for the Kalman Filter and Smoother' version: 0.1.1 doi: 10.32614/CRAN.package.wex abstract: Computes exact observation weights for the Kalman filter and smoother, following Koopman and Harvey (2003) . 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. authors: - family-names: Ginker given-names: Tim email: timginker@gmail.com orcid: https://orcid.org/0000-0002-7138-5417 repository: https://timginker.r-universe.dev repository-code: https://github.com/timginker/wex commit: ce2a2773b583cfae9861b66f609b8eb0cdd78432 url: https://github.com/timginker/wex date-released: '2026-04-04' contact: - family-names: Ginker given-names: Tim email: timginker@gmail.com orcid: https://orcid.org/0000-0002-7138-5417