README.md
In carrieholt/KF-funcs: Kalman filter functions
KF-funcs
R functions to apply a Kalman filter to estimate a linear model with time-varying intercept that follows a random walk.
- Initially developed by Brice MacGregror (2001), adapted by Brian Pyper, Brigitte Dorner and Carrie Holt (2002-2018). Adapted to TMB here.
TMB code for recursive Bayesian estimation
- Developed by Catarina Wor based on BUGS code from Catherine Michielsens
Install
remotes::install_git("https://github.com/carrieholt/KF-funcs.git")
library(KFfuncs)
carrieholt/KF-funcs documentation built on July 26, 2022, 7:24 a.m.
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KF-funcs
R functions to apply a Kalman filter to estimate a linear model with time-varying intercept that follows a random walk.
- Initially developed by Brice MacGregror (2001), adapted by Brian Pyper, Brigitte Dorner and Carrie Holt (2002-2018). Adapted to TMB here.
TMB code for recursive Bayesian estimation
- Developed by Catarina Wor based on BUGS code from Catherine Michielsens
Install
remotes::install_git("https://github.com/carrieholt/KF-funcs.git")
library(KFfuncs)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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