Last data update: 2014.03.03


Package: FKF
Type: Package
Version: 0.1.3
Date: 2012-03-20
Title: Fast Kalman Filter
Author: David Luethi, Philipp Erb, Simon Otziger
Maintainer: Marc Weibel <>
Depends: R (>= 2.8), RUnit
Description: This is a fast and flexible implementation of the Kalman
filter, which can deal with NAs. It is entirely written in C
and relies fully on linear algebra subroutines contained in
BLAS and LAPACK. Due to the speed of the filter, the fitting of
high-dimensional linear state space models to large datasets
becomes possible. This package also contains a plot function
for the visualization of the state vector and graphical
diagnostics of the residuals.
Imports: graphics
License: GPL (>= 2)
Encoding: latin1
Packaged: 2014-02-10 15:38:44 UTC; aleksandarspasojevic
Repository: CRAN
Date/Publication: 2014-02-10 18:15:20
NeedsCompilation: yes

● Cran Task View: TimeSeries
8 images, 2 functions, 0 datasets
Reverse Depends: 1

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'FKF' ...
** package 'FKF' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c fkflib.c -o fkflib.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o fkflib.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/FKF/libs
** R
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'FKF'
    finding HTML links ... done
    fkf                                     html  
    plot.fkf                                html  
** building package indices
** testing if installed package can be loaded
Making 'packages.html' ... done