R/spasm.R

In dajmcdon/spasm: Implements the Laplace-Gaussian filter for sparse, additive, state-space models

#' spasm: A package for implementing sparse additive state space models via the Laplace Gaussian Filter
#'
#' The \code{spasm} package provides three main functions:
#' \code{\link{lgf1}} which implements the first order filter, \code{\link{spam}} which estimates a sparse additive model with vector-valued response (also with predict method), and \code{\link{generateSPASM}} which generates some data from a state space model with a linear transition equation but non-linear observation equation.
#'
#'
#' @docType package
#' @name spasm
#' @import splines
#' @import mvtnorm
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