dot-kalman_filter: Utils function to apply Kalman filter

.kalman_filterR Documentation

Utils function to apply Kalman filter

Description

Utils function to apply Kalman filter

Usage

.kalman_filter(x, H, ...)

Arguments

x

Numerical vector.

H

Covariance matrix or array of disturbance terms \epsilon_tϵ of observation equations.

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obaezvil/SpatIndex documentation built on Aug. 9, 2024, 3:42 p.m.