Last data update: 2014.03.03

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FKF : Fast Kalman Filter

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

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