Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.
| Version: | 1.6 |
| Depends: | R (≥ 3.0.0), stats |
| Suggests: | dlm, dse, FKF, KFAS, numDeriv, stsm |
| Published: | 2015-01-28 |
| Author: | Javier López-de-Lacalle |
| Maintainer: | Javier López-de-Lacalle <javlacalle at yahoo.es> |
| License: | GPL-2 |
| URL: | http://jalobe.com |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | KFKSDS results |
| Reference manual: | KFKSDS.pdf |
| Package source: | KFKSDS_1.6.tar.gz |
| Windows binaries: | r-devel: KFKSDS_1.6.zip, r-release: KFKSDS_1.6.zip, r-oldrel: KFKSDS_1.6.zip |
| macOS binaries: | r-release: KFKSDS_1.6.tgz, r-oldrel: KFKSDS_1.6.tgz |
| Old sources: | KFKSDS archive |
| Reverse imports: | stsm |
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