eddelbuettel/rcppkalman: 'RcppArmadillo'-Based Kalman Filtering
Version 0.0.6

An 'RcppArmadillo'-based port of the Kalman filtering code in the 'EKF/UKF Toolbox for Matlab' by Simo Särkkä, Jouni Hartikainen, and Arno Solin is provided. . Note that this package is at this point still incomplete, but contains two demo functions replicating demos in 'EKF/UKF'.

Getting started

Package details

AuthorDirk Eddelbuettel
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
eddelbuettel/rcppkalman documentation built on Sept. 3, 2018, 6:25 p.m.