ankargren/kfsmooth: Kalman filter and smoother with correlated errors

This package allows for having errors in the measurement and transition equations which are correlated.

Getting started

Package details

AuthorSebastian Ankargren
MaintainerSebastian Ankargren <[email protected]>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ankargren/kfsmooth")
ankargren/kfsmooth documentation built on Oct. 9, 2017, 3:16 p.m.