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KFKSDS (version 1.2)

Kalman Filter, Smoother and Disturbance Smoother

Description

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models. An interface to other implementations of the filter that are available in other packages is also provided.

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Install

install.packages('KFKSDS')

Monthly Downloads

64

Version

1.2

License

GPL-2

Last Published

January 26th, 2014

Functions in KFKSDS (1.2)