Man pages for ClausDethlefsen/sspir
State Space Models in R

EMalgoEstimation of variance matrices in a Gaussian state space...
extendedIterated Extended Kalman Smoothing
FkfilterKalman filtering of Gaussian state space model using'KFS'
FkfsFast Kalman filtering and smoothing of state space models...
forecastForecasts a Gaussian state space model
kfilterKalman filter for Gaussian state space model
kfs(Iterated extended) Kalman smoother
kuritKurit
mumpsMumps
recursionSimulate from a Gaussian state space model
simulateForwards filtering Backwards sampling
smootherKalman smoother for Gaussian state space model
specialsSpecial functions used in ssm formulas
SSRepresentation of Gaussian State Space Model
ssmDefine state-space model in a glm-style call.
sspirState Space Models in R
sspir-internalInternal functions
vandriversVandrivers
ClausDethlefsen/sspir documentation built on May 6, 2019, 7 p.m.