foo.md

In jrnold/yakf: Yet another Kalman Filter package

stats::KalmanLike

Notes

• only univariate
• only time-invariant

• calculates a profile likelihood

• KalmanLike: only likelihood

• KalmanRun

• likelihood

• residuals

• states

• KalmanSmooth:

• n x p matrix of state estiamtes

• n x p x p array of variance matrices

• KalmanForecast

• predictions

• variances of the predictions

jrnold/yakf documentation built on May 20, 2019, 2:06 a.m.