viking: State-Space Models Inference by Kalman or Viking

Inference methods for state-space models, relying on the Kalman Filter or on Viking (Variational Bayesian VarIance tracKING). See J. de Vilmarest (2022) <https://theses.hal.science/tel-03716104/>.

Getting started

Package details

AuthorJoseph de Vilmarest [aut, cre] (<https://orcid.org/0000-0002-0634-8484>)
MaintainerJoseph de Vilmarest <joseph.de-vilmarest@vikingconseil.fr>
LicenseLGPL-3
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("viking")

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viking documentation built on Oct. 6, 2023, 5:06 p.m.