KFKSDS: Kalman Filter, Smoother and Disturbance Smoother
Version 1.6

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

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("KFKSDS")

Getting started

Package overview

Popular man pages

DS: Disturbance Smoother for State Space Models
KF: Kalman Filter for State Space Models
KF-interfaces: Kalman Filter
KFKSDS: Kalman Filter, Smoother and Disturbance Smoother
KFKSDS-package: Kalman Filter, Smoother and Disturbance Smoother
KS: Kalman Smoother for State Space Models
predict-stsmSS: Kalman Filter for State Space Models
See all...

All man pages Function index File listing

Man pages

DS: Disturbance Smoother for State Space Models
KF: Kalman Filter for State Space Models
KF-interfaces: Kalman Filter
KFKSDS: Kalman Filter, Smoother and Disturbance Smoother
KFKSDS-package: Kalman Filter, Smoother and Disturbance Smoother
KS: Kalman Smoother for State Space Models
predict-stsmSS: Kalman Filter for State Space Models

Functions

DS Man page Source code
DS.deriv Man page Source code
KF Man page Source code
KF-interfaces Man page
KF.C Man page Source code
KF.deriv Man page Source code
KF.deriv.C Man page Source code
KFKSDS-package Man page
KFKSDS.deriv.C Man page Source code
KFKSDS.deriv.steady.C Man page Source code
KS Man page Source code
KS.deriv Man page Source code
KSDS Man page Source code
KSDS.deriv Man page Source code
KalmanFilter Man page Source code
make.KF.args Man page Source code
predict.stsmSS Man page Source code

Files

inst
inst/tests
inst/tests/KF-derivatives.R
inst/tests/KF-deriv-xreg.R
inst/tests/KS-derivatives.R
inst/tests/DS-derivatives.R
src
src/Makevars
src/KFKSDS.h
src/KFKSDS-steady.h
src/KFKSDS-deriv-steady.cpp
src/KF-deriv.cpp
src/KF.h
src/KF.c
src/KSDS-deriv.cpp
NAMESPACE
NEWS
R
R/KSDS.R
R/DS.R
R/KS.R
R/KF-interfaces.R
R/KF.R
R/KFKSDS.R
R/predict-stsmSS.R
MD5
DESCRIPTION
man
man/predict-stsmSS.Rd
man/KF.Rd
man/KS.Rd
man/DS.Rd
man/KFKSDS-package.Rd
man/KF-interfaces.Rd
man/KFKSDS.Rd
KFKSDS documentation built on May 19, 2017, 9:34 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.