README.md
In ilyaZar/RcppSMCkalman: Kalman Filtering and Backward Simulation via RcppSMC
RcppSMCkalman
Implements a multivariate Kalman Filter (forward filtering, joint and marginal smoothing, prediction and data likelihood evaluation) via the RcppSMC package.
ilyaZar/RcppSMCkalman documentation built on Oct. 19, 2023, 11 a.m.
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RcppSMCkalman
Implements a multivariate Kalman Filter (forward filtering, joint and marginal smoothing, prediction and data likelihood evaluation) via the RcppSMC package.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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