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authortota <tota@FreeBSD.org>2012-02-11 22:59:28 +0800
committertota <tota@FreeBSD.org>2012-02-11 22:59:28 +0800
commit79fd936251b7ec3f2ab57266eff367d69ed13a2e (patch)
treef723cf517513133a468661fbaf19cdf562f1c279 /math/R-cran-KFAS
parentef870cde0485c1fb234d2a837b404ef725e0cb4a (diff)
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- 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/
Diffstat (limited to 'math/R-cran-KFAS')
-rw-r--r--math/R-cran-KFAS/Makefile22
-rw-r--r--math/R-cran-KFAS/distinfo2
-rw-r--r--math/R-cran-KFAS/pkg-descr12
3 files changed, 36 insertions, 0 deletions
diff --git a/math/R-cran-KFAS/Makefile b/math/R-cran-KFAS/Makefile
new file mode 100644
index 000000000000..5df41a70d277
--- /dev/null
+++ b/math/R-cran-KFAS/Makefile
@@ -0,0 +1,22 @@
+# New ports collection makefile for: R-cran-KFAS
+# Date created: 2012-01-04
+# Whom: TAKATSU Tomonari <tota@FreeBSD.org>
+#
+# $FreeBSD$
+#
+
+PORTNAME= KFAS
+PORTVERSION= 0.6.1
+CATEGORIES= math
+DISTNAME= ${PORTNAME}_${PORTVERSION}
+
+MAINTAINER= tota@FreeBSD.org
+COMMENT= Kalman filter and smoothers for exponential family state space models
+
+LICENSE= GPLv2 GPLv3
+LICENSE_COMB= dual
+
+USE_R_MOD= yes
+R_MOD_AUTOPLIST= yes
+
+.include <bsd.port.mk>
diff --git a/math/R-cran-KFAS/distinfo b/math/R-cran-KFAS/distinfo
new file mode 100644
index 000000000000..e15ff0cee6b6
--- /dev/null
+++ b/math/R-cran-KFAS/distinfo
@@ -0,0 +1,2 @@
+SHA256 (KFAS_0.6.1.tar.gz) = 77e013bdc49be81a20abfc29d37ef9a7066188247ce279f26437921b4687bb15
+SIZE (KFAS_0.6.1.tar.gz) = 24981
diff --git a/math/R-cran-KFAS/pkg-descr b/math/R-cran-KFAS/pkg-descr
new file mode 100644
index 000000000000..733201203c17
--- /dev/null
+++ b/math/R-cran-KFAS/pkg-descr
@@ -0,0 +1,12 @@
+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/