Package: FKF 0.2.6
FKF: Fast Kalman Filter
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:
FKF_0.2.6.tar.gz
FKF_0.2.6.zip(r-4.5)FKF_0.2.6.zip(r-4.4)FKF_0.2.6.zip(r-4.3)
FKF_0.2.6.tgz(r-4.4-x86_64)FKF_0.2.6.tgz(r-4.4-arm64)FKF_0.2.6.tgz(r-4.3-x86_64)FKF_0.2.6.tgz(r-4.3-arm64)
FKF_0.2.6.tar.gz(r-4.5-noble)FKF_0.2.6.tar.gz(r-4.4-noble)
FKF_0.2.6.tgz(r-4.4-emscripten)FKF_0.2.6.tgz(r-4.3-emscripten)
FKF.pdf |FKF.html✨
FKF/json (API)
NEWS
# Install 'FKF' in R: |
install.packages('FKF', repos = c('https://waternumbers.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/waternumbers/fkf/issues
Pkgdown:https://waternumbers.github.io
Last updated 3 months agofrom:91fb97dff1. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 01 2024 |
R-4.5-win-x86_64 | OK | Dec 01 2024 |
R-4.5-linux-x86_64 | OK | Dec 01 2024 |
R-4.4-win-x86_64 | OK | Dec 01 2024 |
R-4.4-mac-x86_64 | OK | Dec 01 2024 |
R-4.4-mac-aarch64 | OK | Dec 01 2024 |
R-4.3-win-x86_64 | OK | Dec 01 2024 |
R-4.3-mac-x86_64 | OK | Dec 01 2024 |
R-4.3-mac-aarch64 | OK | Dec 01 2024 |
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Fast Kalman filter | fkf |
Fast Kalman Smoother | fks |
Plotting fkf objects | plot.fkf |
Plotting fks objects | plot.fks |