Man pages for eddelbuettel/rcppkalman
'RcppArmadillo'-Based Kalman Filtering

expmCompute the exponential of a matrix
kfPredictKalman Filter Prediction step
kfUpdateKalman Filter measurement update step
ltiDiscDiscretize Linear Time-Invariant ODE
RcppKalman-packageRcppArmadillo based Kalman filteringKalman Filtering in C++...
rtsSmootherRauch-Tung-Striebel smoother
tfSmootherTwo-filter Smoother
eddelbuettel/rcppkalman documentation built on May 15, 2019, 10:33 p.m.