kalfil: Forward and Backward Sweep of the Kalman Filter

In season: Seasonal Analysis of Health Data

Forward and Backward Sweep of the Kalman Filter

Description

Internal function to do a forward and backward sweep of the Kalman filter, used by nscosinor. For internal use only.

Usage

kalfil(data, f, vartheta, w, tau, lambda, cmean)

Arguments

data	a data frame.
f	vector of cycles in units of time.
vartheta	variance for noise.
w	variance of seasonal component.
tau	controls flexibility of trend and season.
lambda	distance between observations.
cmean	used to give a vague prior for the starting values.

Author(s)

Adrian Barnett [e-mail]

season documentation built on March 21, 2022, 9:10 a.m.