KFKSDS: Kalman Filter, Smoother and Disturbance Smoother

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models. An interface to other implementations of the filter that are available in other packages is also provided.

Version: 1.5
Depends: R (≥ 3.0.0), stats
Suggests: dlm, dse, FKF, numDeriv, stsm.class
Published: 2014-07-27
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
NeedsCompilation: yes
Materials: NEWS
In views: TimeSeries
CRAN checks: KFKSDS results

Downloads:

Reference manual: KFKSDS.pdf
Package source: KFKSDS_1.5.tar.gz
Windows binaries: r-devel: KFKSDS_1.5.zip, r-release: KFKSDS_1.5.zip, r-oldrel: KFKSDS_1.5.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: not available
Old sources: KFKSDS archive

Reverse dependencies:

Reverse imports: stsm, tsoutliers