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:David Luethi [aut], Philipp Erb [aut], Simon Otziger [aut], Daniel McDonald [aut], Paul Smith [aut, cre]

FKF_0.2.6.tar.gz
FKF_0.2.6.zip(r-4.7)FKF_0.2.6.zip(r-4.6)FKF_0.2.6.zip(r-4.5)
FKF_0.2.6.tgz(r-4.6-x86_64)FKF_0.2.6.tgz(r-4.6-arm64)FKF_0.2.6.tgz(r-4.5-x86_64)FKF_0.2.6.tgz(r-4.5-arm64)
FKF_0.2.6.tar.gz(r-4.7-arm64)FKF_0.2.6.tar.gz(r-4.7-x86_64)FKF_0.2.6.tar.gz(r-4.6-arm64)FKF_0.2.6.tar.gz(r-4.6-x86_64)
FKF_0.2.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
FKF/json (API)

# 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/docs site:https://waternumbers.github.io

Uses libs:

openblas– Optimized BLAS

On CRAN:

openblas

6.85 score 14 stars 4 packages 84 scripts 653 downloads 1 mentions 2 exports 0 dependencies

Last updated from:91fb97dff1. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	123
linux-devel-x86_64	OK	119
source / vignettes	OK	170
linux-release-arm64	OK	123
linux-release-x86_64	OK	106
macos-release-arm64	OK	83
macos-release-x86_64	OK	232
macos-oldrel-arm64	OK	97
macos-oldrel-x86_64	OK	241
windows-devel	OK	77
windows-release	OK	77
windows-oldrel	OK	71
wasm-release	OK	99