API for ilyaZar/RcppSMCkalman
Kalman Filtering and Backward Simulation via RcppSMC
| Global functions | |
|---|---|
| IBMdata | Man page |
| RcppSMCkalman | Man page |
| checkArgumentInputs | Source code |
| checkDim | Source code |
| checkDimMatch | Source code |
| checkIsMatrix | Source code |
| checkSym | Source code |
| computeJtt2 | Source code |
| computeKt | Source code |
| computeLt | Source code |
| computeMatReg | Source code |
| computePtt | Source code |
| computePtt1 | Source code |
| computeXtt | Source code |
| computeXtt1 | Source code |
| computekG | Source code |
| dataGenLGSSM | Man page Source code |
| getDimX | Source code |
| getNumReg | Source code |
| initializeP00 | Source code |
| initializeRegsU | Source code |
| initializeStatesX | Source code |
| initializeX00 | Source code |
| kfJSD | Man page Source code |
| kfLGSSM | Man page Source code |
| kfLLH | Man page Source code |
| kfMFPD | Man page Source code |
| kfMSD | Man page Source code |
| sampleError | Source code |
| sampleRegs | Source code |
| sampleX | Source code |
| setCmpCase | Source code |
| setDefaultsIfNULL | Source code |
| setDimCase | Source code |
| simulateObsY | Source code |
| simulateRegsU | Source code |
| simulateStatesX | Source code |
| updateCases | Source code |
