kalmanfilter
cranv2.2.0Kalman Filter. 'Rcpp' implementation of the multivariate Kalman filter for state space models that can handle missing values and exogenous data in the observation and state equations. There is also a function to handle time varying parameters. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Re
License GPL (>= 2)0 versions1 maintainers1 deps119 weekly dl
https://CRAN.R-project.org/package=kalmanfilter40
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curl https://depscope.dev/api/check/cran/kalmanfilterFirst published · 2025-10-18 06:53:28
Last updated · 2025-10-18T05:10:09+00:00