{ "_id": "6ac9e9fefe5cc25786e829a2", "Package": "kalmix", "Type": "Package", "Title": "General State-Space Modelling, Filtering and Change-Point\nDetection", "Version": "0.6.0", "Authors@R": "c(\nperson(given = \"Max\",\nfamily = \"Moldovan\",\nrole = c(\"aut\", \"cre\"),\nemail = \"max.moldovan@gmail.com\",\ncomment = c(ORCID = \"0000-0001-9680-8474\")),\nperson(given = \"Johannes\",\nfamily = \"van der Hoek\",\nrole = \"aut\",\ncomment = \"Co-developer; foundational mean-reverting spread model in Elliott, van der Hoek & Malcolm (2005).\"),\nperson(given = \"Robert J.\",\nfamily = \"Elliott\",\nrole = \"ctb\",\ncomment = \"Foundational theory of the scalar mean-reverting spread filter in Elliott, van der Hoek & Malcolm (2005).\"),\nperson(given = \"William P.\",\nfamily = \"Malcolm\",\nrole = \"ctb\",\ncomment = \"Foundational theory of the scalar mean-reverting spread filter in Elliott, van der Hoek & Malcolm (2005).\"))", "Description": "A compact, dependency-light toolkit for linear-Gaussian\nand discrete-state state-space models. Provides a vector-state\nKalman filter and Rauch-Tung-Striebel smoother in closed form,\na native Gaussian-mixture (regime-switching) filter, hidden\nMarkov model filtering and Viterbi decoding, a likelihood-ratio\nchange-point detector, and a minimal single-case\ninterrupted-time-series causal contrast built on the smoother.\nMean-reverting spread estimation for pairs trading is included\nas one documented application of the general machinery,\nbuilding on the scalar Ornstein-Uhlenbeck spread model of\nElliott, van der Hoek and Malcolm (2005)\n. Methods follow Kalman (1960)\n, Rauch, Tung and Striebel (1965)\n and Durbin and Koopman (2012)\n.", "License": "MIT + file LICENSE", "URL": "https://github.com/max578/kalmix", "BugReports": "https://github.com/max578/kalmix/issues", "Encoding": "UTF-8", "Language": "en-AU", "Remotes": [ "max578/kernR", "biometryhub/ACI/acir@dbec5a1ee5f3ec9b8863260d2e35e52f02702b6c" ], "VignetteBuilder": "knitr", "Roxygen": "list(markdown = TRUE)", "Config/testthat/edition": "3", "Collate": "'linalg-internal.R' 'ssm-internal.R' 'ssm-class.R'\n'student-t-internal.R' 'kalman.R' 'ssm-fit.R'\n'mixture-internal.R' 'mixture.R' 'mixture-smoother.R'\n'hmm-internal.R' 'hmm.R' 'changepoint.R' 'its-causal.R'\n'adequacy.R' 'student-t.R' 'aci.R' 'cir.R' 'kalmix-classes.R'\n'spread.R' 'filter.R' 'kalmix-package.R' 'zzz.R'", "Config/roxygen2/version": "8.1.0", "Repository": "https://max578.r-universe.dev", "Date/Publication": "2026-10-09 22:30:22 UTC", "RemoteUrl": "https://github.com/max578/kalmix", "RemoteRef": "main", "RemoteSha": "784634e8e95f5d664657848a1a576a801d9cfe84", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-10 07:23:59 UTC", "User": "root" }, "Author": "Max Moldovan [aut, cre] (ORCID:\n),\nJohannes van der Hoek [aut] (Co-developer; foundational mean-reverting\nspread model in Elliott, van der Hoek & Malcolm (2005).),\nRobert J. Elliott [ctb] (Foundational theory of the scalar\nmean-reverting spread filter in Elliott, van der Hoek & Malcolm\n(2005).),\nWilliam P. Malcolm [ctb] (Foundational theory of the scalar\nmean-reverting spread filter in Elliott, van der Hoek & Malcolm\n(2005).)", "Maintainer": "Max Moldovan ", "_user": "max578", "_type": "src", "_file": "kalmix_0.6.0.tar.gz", "_fileid": "https://r2.ropensci.org/ac353766cd0cc425c75c1e108c6fc1d30c8a60d82390388f2953fd8b5190968b", "_filesize": 2103787, "_sha256": "ac353766cd0cc425c75c1e108c6fc1d30c8a60d82390388f2953fd8b5190968b", "_expires": "2027-01-18T07:32:11.000Z", "_created": "2026-10-10T07:23:59.000Z", "_published": "2026-10-10T07:32:13.997Z", "_buildurl": "https://github.com/r-universe/max578/actions/runs/38034027326", "_status": "success", "_host": "GitHub-Actions", "_jobs": [ { "job": 114161472860, "time": 358, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11663610020" }, { "job": 114161472739, "time": 278, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11662899798" }, { "job": 114161472737, "time": 313, "config": 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