dajmcdon/myFKF: Fast Kalman Filtering and Smoothing
This package extends the FKF package by providing Kalman smoothing and handling missing data correctly. It also contains functions to easily generate certain structural time series models.
Getting started
Browse package contents
Package details |
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|---|---|
| Maintainer | Daniel J. McDonald <dajmcdon@indiana.edu> |
| License | Proprietary. |
| Version | 0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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