Learn R Programming

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.

Copy Link

Version

Install

install.packages('KFKSDS')

Monthly Downloads

29

Version

1.6

License

GPL-2

Maintainer

Javier López-de-Lacalle

Last Published

January 28th, 2015

Functions in KFKSDS (1.6)

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