kf: kalman filter

Description Usage Arguments

View source: R/pf.R

Description

runs a kalman filter with specified model, model parameters

Usage

1
kf(y, theta, mu_0, Sigma_0)

Arguments

y

observation set

theta

model parameters

mu_0

initial mean

Sigma_0

initial variance


lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.