Man pages for ilyaZar/RcppSMCkalman
Kalman Filtering and Backward Simulation via RcppSMC
| dataGenLGSSM | Generates data from a linear Gaussian state space model. |
| IBMdata | Daily IBM log-returns. |
| kfJSD | Kalman joint smoothing |
| kfLGSSM | Kalman forward filtering, prediction, smoothing and... |
| kfLLH | Computes the data distribution |
| kfMFPD | Kalman marginal (forward) filtering computation and... |
| kfMSD | Kalman marginal smoothing |
| RcppSMCkalman | Implementing multivariate Kalman filtering and smoothing with... |
