KFKSDS: Kalman Filter, Smoother and Disturbance Smoother
Version 1.6

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.

Package details

AuthorJavier López-de-Lacalle
Date of publication2015-01-28 20:51:01
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL-2
Version1.6
URL http://jalobe.com
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("KFKSDS")

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KFKSDS documentation built on May 29, 2017, 11 p.m.