kalfil-internal: Forward and backward sweep of the Kalman filter
Description
Internal function to do a forward and backward sweep of the Kalman filter, used by nscosinor. For internal use only.Usage
kalfil(data, f, vartheta, w, tau, lambda, cmean)
Arguments
f
vector of cycles in units of time.
vartheta
variance for noise.
w
variance of seasonal component.
tau
controls flexibility of trend and season.
lambda
distance between observations.
cmean
used to give a vague prior for the starting values.