fast_smoother: Kalman Smoothing
Description
Methods for Kalman smoothing of the states. Function fast_smoother
computes only smoothed estimates of the states, and function
smoother computes also smoothed variances.
Usage
fast_smoother(object, ...)smoother(object, ...)
Value
Matrix containing the smoothed estimates of states, or a list
with the smoothed states and the variances.
Details
For non-Gaussian models, the smoothing is based on the approximate Gaussian model.