ks: Kalman smoother for SS models
In tfarima: Transfer Function and ARIMA Models
ks R Documentation
Kalman smoother for SS models
Description
ks computes smoothed states and their covariance matrices.
Usage
ks(mdl, x0 = NULL, P0 = NULL)
Arguments
mdl
an object of class ssm.
x0
initial state vector.
P0
covariance matrix of x0.
tfarima documentation built on Nov. 5, 2025, 7:43 p.m.
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| ks | R Documentation |
Kalman smoother for SS models
Description
ks computes smoothed states and their covariance matrices.
Usage
ks(mdl, x0 = NULL, P0 = NULL)
Arguments
mdl |
an object of class |
x0 |
initial state vector. |
P0 |
covariance matrix of x0. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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