These functions run the iterative equations of the Kalman filter for a state space model.
● Data Source:
CranContrib
● Keywords: ts, model
● Alias: predict.stsmSS
●
4 images
KF
(Package: KFKSDS) :
Kalman Filter for State Space Models
These functions run the iterative equations of the Kalman filter for a state space model.
● Data Source:
CranContrib
● Keywords: ts, model
● Alias: KF, KF.C, KF.deriv, KF.deriv.C
●
1 images
KS
(Package: KFKSDS) :
Kalman Smoother for State Space Models
These functions run the iterative equations of the Kalman smoother for a state space model upon the output from the Kalman filter.
● Data Source:
CranContrib
● Keywords: ts, model
● Alias: KS, KS.deriv
●
1 images
DS
(Package: KFKSDS) :
Disturbance Smoother for State Space Models
These functions run the disturbance smoother upon the output from the Kalman filter and smoother.
● Data Source:
CranContrib
● Keywords: ts, model
● Alias: DS, DS.deriv
●
1 images
KFKSDS-package
(Package: KFKSDS) :
Kalman Filter, Smoother and Disturbance Smoother
This package provides an implementation of the Kalman filter, smoother and disturbance smoother for state space models. An interface to run implementations of the filter that are available in other packages is also provided.
providing 
.