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