Man pages for dajmcdon/myFKF
Fast Kalman Filtering and Smoothing

constCycleConstant cycle component
fkfFast Kalman filter
fksFast Kalman Smoother
generateSSmodelGenerate (univariate) state space model matrices.
namedTrendsSpecific trend models
parmListGenerate parameters for various univariate state-space...
plot.fkfPlotting fkf Objects
simSSSimulate linear state space models
trendModelArbUnivariate trend components
trigSeasonalTrigonometric seasonal component
tvarCycleTime-varying cycle component
unstrucSeasonalUnstructured seasonal component
dajmcdon/myFKF documentation built on May 3, 2019, 5:16 p.m.