cvs commit: ports/math Makefile ports/math/R-cran-KFAS Makefile distinfo pkg-descr

TAKATSU Tomonari tota at FreeBSD.org
Sat Feb 11 14:59:28 UTC 2012


tota        2012-02-11 14:59:28 UTC

  FreeBSD ports repository

  Modified files:
    math                 Makefile 
  Added files:
    math/R-cran-KFAS     Makefile distinfo pkg-descr 
  Log:
  - Add a new port: math/R-cran-KFAS
  
    Package KFAS provides funchtions for Kalman filtering, state,
    disturbance and simulation smoothing, forecasting and simulation
    of state space models. All functions can use exact diffuse
    initialisation when distributions of some or all elements of initial
    state vector are unknown. Filtering, state smoothing and simulation
    functions use sequential processing algorithm, which is faster than
    standard approach, and it also allows singularity of prediction
    error variance matrix. KFAS also contains function for computing
    the likelihood of exponential family state space models and function
    for state smoothing of exponential family state space models.
  
    WWW:  http://cran.r-project.org/web/packages/KFAS/
  
  Revision  Changes    Path
  1.766     +1 -0      ports/math/Makefile
  1.1       +22 -0     ports/math/R-cran-KFAS/Makefile (new)
  1.1       +2 -0      ports/math/R-cran-KFAS/distinfo (new)
  1.1       +12 -0     ports/math/R-cran-KFAS/pkg-descr (new)


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