Package: FKF
Title: Fast Kalman Filter
Version: 0.2.6
Authors@R: c(person(given = "David", family="Luethi", role=c("aut")),
	    person(given = "Philipp", family="Erb", role=c("aut")),
	    person(given = "Simon", family="Otziger", role=c("aut")),
	    person(given = "Daniel",
           	family = "McDonald",
           	role = c("aut"),
           	email = "daniel@stat.ubc.ca"),
	    person(given = "Paul",
           	family = "Smith",
           	role = c("aut","cre"),
           	email = "paul@waternumbers.co.uk",
           	comment = c(ORCID = "0000-0002-0034-3412")))
Description: 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.
License: GPL (>= 2)
Encoding: UTF-8
Imports: graphics
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Depends: R(>= 3.5.0)
BugReports: https://github.com/waternumbers/FKF/issues
URL: https://waternumbers.github.io/FKF/,
        https://github.com/waternumbers/FKF
NeedsCompilation: yes
RoxygenNote: 7.3.1
VignetteBuilder: knitr
Config/testthat/edition: 3
Packaged: 2026-10-28 09:32:24 UTC; root
Author: David Luethi [aut], Philipp Erb [aut], Simon Otziger [aut],
        Daniel McDonald [aut], Paul Smith [aut, cre]
        (<https://orcid.org/0000-0002-0034-3412>)
Maintainer: Paul Smith <paul@waternumbers.co.uk>
Repository: https://cran.r-universe.dev
Date/Publication: 2024-09-09 02:56:14 UTC
RemoteUrl: https://github.com/cran/FKF
RemoteRef: HEAD
RemoteSha: 100e547137d819c0a8aa0e32a16a6390ba86319c