Package: RobKF 1.0.2

Daniel Grose

RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) <arxiv:1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <arxiv:1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <arxiv:2007.03238>.

Authors:Alex TM Fisch [aut], Daniel Grose [aut, cre], Idris A Eckley [aut, ths], Paul Fearnhead [aut, ths], Lawrence Bardwell [aut, ctb]

RobKF_1.0.2.tar.gz
RobKF_1.0.2.tar.gz(r-4.5-noble)RobKF_1.0.2.tar.gz(r-4.4-noble)
RobKF_1.0.2.tgz(r-4.4-emscripten)RobKF_1.0.2.tgz(r-4.3-emscripten)
RobKF.pdf |RobKF.html✨
RobKF/json (API)

# Install 'RobKF' in R:
install.packages('RobKF', repos = 'https://cloud.r-project.org')
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.70 score 229 downloads 6 exports 36 dependencies

Last updated 4 years agofrom:3b8b063a80. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 16 2025
R-4.5-linux-x86_64OKMar 16 2025
R-4.4-linux-x86_64OKMar 16 2025

Exports:AORKF_huberAORKF_tGenerate_DataIOAORKFIORKF_huberKF

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6rbibutilsRColorBrewerRcppRcppEigenRdpackreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr

Citation

To cite package ‘RobKF’ in publications use:

Fisch A, Grose D, Eckley I, Fearnhead P, Bardwell L (2021). RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering. R package version 1.0.2, https://CRAN.R-project.org/package=RobKF.

Corresponding BibTeX entry: 

  @Manual{,
    title = {RobKF: Innovative and/or Additive Outlier Robust Kalman
      Filtering},
    author = {Alex TM Fisch and Daniel Grose and Idris A Eckley and
      Paul Fearnhead and Lawrence Bardwell},
    year = {2021},
    note = {R package version 1.0.2},
    url = {https://CRAN.R-project.org/package=RobKF},
  }

Readme and manuals

Robkf

An R package containing additive and/or innovative outlier robust Kalman filters.