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kalmanSSM: Kalman Filter

Ivan Jacob Agaloos Pesigan

Source: vignettes/kalmanSSM.Rmd
kalmanSSM.Rmd

R-CMD-check test-coverage lint pkgdown codecov

Description

Functions related to Kalman filters using RcppArmadillo.

Installation

You can install the released version of kalmanSSM from GitHub with:

if (!require("remotes")) install.packages("remotes")
remotes::install_github("ijapesigan/kalmanSSM")

More Information

See GitHub Pages for package documentation.

See Quarto Pub for package wiki and other resources.

References

Eddelbuettel, D., & Sanderson, C. (2014). RcppArmadillo: Accelerating R with high-performance C++ linear algebra. Computational Statistics & Data Analysis, 71, 1054–1063. https://doi.org/10.1016/j.csda.2013.02.005
R Core Team. (2023). R: A language and environment for statistical computing. R Foundation for Statistical Computing. https://www.R-project.org/