Last data update: 2014.03.03

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KFKSDS : Kalman Filter, Smoother and Disturbance Smoother

Package: KFKSDS
Version: 1.6
Date: 2015-01-28
Title: Kalman Filter, Smoother and Disturbance Smoother
Description: Naive implementation of the Kalman filter, smoother and disturbance
smoother for state space models.
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle@yahoo.es>
Depends: R (>= 3.0.0), stats
Suggests: dlm, dse, FKF, KFAS, numDeriv, stsm
NeedsCompilation: yes
Encoding: UTF-8
License: GPL-2
URL: http://jalobe.com
Packaged: 2015-01-28 19:23:02 UTC; javlacalle
Repository: CRAN
Date/Publication: 2015-01-28 20:51:01

● Data Source: CranContrib
● Cran Task View: TimeSeries
7 images, 7 functions, 0 datasets
● Reverse Depends: 0