KFKSDS: Kalman Filter, Smoother and Disturbance Smoother

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.

Version: 1.6
Depends: R (≥ 3.0.0), stats
Suggests: dlm, dse, FKF, KFAS, numDeriv, stsm
Published: 2015-01-28
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
URL: http://jalobe.com
NeedsCompilation: yes
Materials: NEWS
In views: TimeSeries
CRAN checks: KFKSDS results


Reference manual: KFKSDS.pdf
Package source: KFKSDS_1.6.tar.gz
Windows binaries: r-devel: KFKSDS_1.6.zip, r-release: KFKSDS_1.6.zip, r-oldrel: KFKSDS_1.6.zip
OS X binaries: r-release: KFKSDS_1.6.tgz, r-oldrel: KFKSDS_1.6.tgz
Old sources: KFKSDS archive

Reverse dependencies:

Reverse imports: stsm, tsoutliers


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