ankargren/kfsmooth: Kalman filter and smoother with correlated errors
Version 0.1.0

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.