KFKSDS: Kalman Filter, Smoother and Disturbance Smoother

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

Package details

AuthorJavier López-de-Lacalle
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
URL http://jalobe.com
Package repositoryView on CRAN
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KFKSDS documentation built on May 2, 2019, 8:51 a.m.