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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
Version
1.6
1.5
1.4
1.3
1.2
1.1
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Install
install.packages('KFKSDS')
Monthly Downloads
64
Version
1.6
License
GPL-2
Maintainer
Javier López-de-Lacalle
Last Published
January 28th, 2015
Functions in KFKSDS (1.6)
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KFKSDS
Kalman Filter, Smoother and Disturbance Smoother
predict.stsmSS
Kalman Filter for State Space Models
DS
Disturbance Smoother for State Space Models
KFKSDS-package
Kalman Filter, Smoother and Disturbance Smoother
KS
Kalman Smoother for State Space Models
KF-interfaces
Kalman Filter
KF
Kalman Filter for State Space Models