contains

'Rcpp' implementation of the multivariate Kalman filter for state space models that can handle missing values and exogenous data in the observation and state equations. There is also a function to handle time varying parameters.
Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.

Alex Hubbard

kalmanfilter

Kalman Filter

contains function

<dl><dt>s</dt>
<dd>a string name</dd>
<dt>L</dt>
<dd>a list object</dd></dl>

Arguments

Check if list contains a name — contains

<dl>

<dt>s</dt>
<dd>a string name</dd>


<dt>L</dt>
<dd>a list object</dd>

</dl>

contains: Check if list contains a name

Description

Usage

Value

Arguments