KF_assimilate_one: KF_assimilate_one
In pierrejacob/bayeshscore: Bayesian Model Comparison using the Hyvarinen Score
View source: R/util_kalmanfilter.R
Description
This function performs one step of Kalman filtering
Usage
1
2
KF_assimilate_one(Yt, t, phi, psi, sigmaV2, sigmaW2, initial_mean, initial_var,
KF_current)
pierrejacob/bayeshscore documentation built on May 25, 2019, 11:35 p.m.
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View source: R/util_kalmanfilter.R
Description
This function performs one step of Kalman filtering
Usage
1 2 | KF_assimilate_one(Yt, t, phi, psi, sigmaV2, sigmaW2, initial_mean, initial_var,
KF_current)
|
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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