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:
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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:3b8b063a80. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 17 2024 |
| R-4.5-linux-x86_64 | OK | Sep 17 2024 |
Exports:AORKF_huberAORKF_tGenerate_DataIOAORKFIORKF_huberKF
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6rbibutilsRColorBrewerRcppRcppEigenRdpackreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| A huberisation based additive outlier robust Kalman filter | AORKF_huber |
| A t-distribution based additive outlier robust Kalman filter | AORKF_t |
| Simulate data from a Kalman model | Generate_Data |
| An innovative and additive outlier robust Kalman filter | IOAORKF |
| A huberisation based innovative outlier robust Kalman filter | IORKF_huber |
| The classical Kalman filter | KF |
| plot | plot plot.ioaorkf plot.rkf |
| print print.ioaorkf print.rkf | |
| Summary | summary summary.ioaorkf summary.rkf |