eddelbuettel/rcppkalman: 'RcppArmadillo'-Based Kalman Filtering

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 May 15, 2019, 10:33 p.m.