# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "FKF" in publications use:' type: software license: GPL-2.0-or-later title: 'FKF: Fast Kalman Filter' version: 0.2.5 abstract: 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: - family-names: Luethi given-names: David - family-names: Erb given-names: Philipp - family-names: Otziger given-names: Simon - family-names: McDonald given-names: Daniel email: daniel@stat.ubc.ca - family-names: Smith given-names: Paul email: paul@waternumbers.co.uk orcid: https://orcid.org/0000-0002-0034-3412 repository: https://CRAN.R-project.org/package=FKF repository-code: https://github.com/waternumbers/FKF url: https://waternumbers.github.io/FKF/ date-released: '2024-01-30' contact: - family-names: Smith given-names: Paul email: paul@waternumbers.co.uk orcid: https://orcid.org/0000-0002-0034-3412