FilterSmooth | R Documentation |
A function that applies a filter and smoother to estimates
FilterSmooth(RawEsts, R = 0.2, Q = 0.1, Int = 100)
RawEsts |
a vector of estimated values |
R |
variance of sampling noise |
Q |
variance of random walk increments |
Int |
covariance of initial uncertainty |
a vector of smoothed values
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