FilterSmooth: Kalman filter and Rauch-Tung-Striebel smoother

Description Usage Arguments Value

View source: R/MPs_Input.R

Description

A function that applies a filter and smoother to estimates

Usage

1
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 Dec. 6, 2019, 9:06 a.m.