kalfil-internal: Forward and backward sweep of the Kalman filter

In season: Seasonal analysis of health data

Description

Internal function to do a forward and backward sweep of the Kalman filter, used by nscosinor. For internal use only.

Usage

kalfil(data, f, vartheta, w, tau, lambda, cmean)

Arguments

data	a data frame.
f	vector of cycles in units of time.
vartheta	variance for noise.
w	variance of seasonal component.
tau	controls flexibility of trend and season.
lambda	distance between observations.
cmean	used to give a vague prior for the starting values.

Author(s)

Adrian Barnett a.barnett<at>qut.edu.au

season documentation built on May 2, 2019, 5:22 p.m.