Man pages for ClausDethlefsen/sspir
State Space Models in R
| EMalgo | Estimation of variance matrices in a Gaussian state space... |
| extended | Iterated Extended Kalman Smoothing |
| Fkfilter | Kalman filtering of Gaussian state space model using'KFS' |
| Fkfs | Fast Kalman filtering and smoothing of state space models... |
| forecast | Forecasts a Gaussian state space model |
| kfilter | Kalman filter for Gaussian state space model |
| kfs | (Iterated extended) Kalman smoother |
| kurit | Kurit |
| mumps | Mumps |
| recursion | Simulate from a Gaussian state space model |
| simulate | Forwards filtering Backwards sampling |
| smoother | Kalman smoother for Gaussian state space model |
| specials | Special functions used in ssm formulas |
| SS | Representation of Gaussian State Space Model |
| ssm | Define state-space model in a glm-style call. |
| sspir | State Space Models in R |
| sspir-internal | Internal functions |
| vandrivers | Vandrivers |
