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Robkf

An R package containing additive and/or innovative outlier robust Kalman filters.

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Version

Install

install.packages('RobKF')

Monthly Downloads

317

Version

1.0.2

License

GPL

Maintainer

Daniel Grose

Last Published

July 15th, 2021

Functions in RobKF (1.0.2)

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IOAORKF

An innovative and additive outlier robust Kalman filter
IORKF_huber

A huberisation based innovative outlier robust Kalman filter
KF

The classical Kalman filter
AORKF_t

A t-distribution based additive outlier robust Kalman filter
AORKF_huber

A huberisation based additive outlier robust Kalman filter
summary

Summary
Generate_Data

Simulate data from a Kalman model
plot

plot