KFKSDS (version 1.6)

Kalman Filter, Smoother and Disturbance Smoother

Description

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.

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Version

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Install

install.packages('KFKSDS')

Monthly Downloads

64

Version

1.6

License

GPL-2

Last Published

January 28th, 2015

Functions in KFKSDS (1.6)