FilterSmooth: Kalman filter and Rauch-Tung-Striebel smoother
In DLMtool: Data-Limited Methods Toolkit
FilterSmooth R Documentation
Kalman filter and Rauch-Tung-Striebel smoother
Description
A function that applies a filter and smoother to estimates
Usage
FilterSmooth(RawEsts, R = 0.2, Q = 0.1, Int = 100)
Arguments
RawEsts
a vector of estimated values
R
variance of sampling noise
Q
variance of random walk increments
Int
covariance of initial uncertainty
Value
a vector of smoothed values
DLMtool documentation built on June 20, 2022, 5:14 p.m.
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| FilterSmooth | R Documentation |
Kalman filter and Rauch-Tung-Striebel smoother
Description
A function that applies a filter and smoother to estimates
Usage
FilterSmooth(RawEsts, R = 0.2, Q = 0.1, Int = 100)
Arguments
RawEsts |
a vector of estimated values |
R |
variance of sampling noise |
Q |
variance of random walk increments |
Int |
covariance of initial uncertainty |
Value
a vector of smoothed values
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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