Exact Observation Weights for the Kalman Filter and Smoother R package wex version 0.1.1 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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. Software Depends: R (>= 3.5.0) Imports: FKF, KFAS Tim Ginker <timginker@gmail.com> Comprehensive R Archive Network (CRAN) Tim Ginker [aut, cre, cph] (ORCID: <https://orcid.org/0000-0002-7138-5417>) MIT + file LICENSE (https://CRAN.R-project.org/package=wex/LICENSE) 2026-04-04 application/tgz https://CRAN.R-project.org/package=wex doi:10.32614/CRAN.package.wex