Package: FKF 0.2.6
Paul Smith
FKF: Fast Kalman Filter
This is a fast and flexible implementation of the Kalman filter and smoother, 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.
Authors:
FKF_0.2.6.tar.gz
FKF_0.2.6.tar.gz(r-4.5-noble)FKF_0.2.6.tar.gz(r-4.4-noble)
FKF_0.2.6.tgz(r-4.4-emscripten)FKF_0.2.6.tgz(r-4.3-emscripten)
FKF.pdf |FKF.html✨
FKF/json (API)
NEWS
| # Install 'FKF' in R: |
| install.packages('FKF', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/waternumbers/fkf/issues
Last updated 2 months agofrom:100e547137. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 09 2024 |
| R-4.5-linux-x86_64 | OK | Oct 09 2024 |
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fast Kalman filter | fkf |
| Fast Kalman Smoother | fks |
| Plotting fkf objects | plot.fkf |
| Plotting fks objects | plot.fks |
