Package: FKF 0.2.5

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_0.2.5.tar.gz
FKF_0.2.5.zip(r-4.5)FKF_0.2.5.zip(r-4.4)FKF_0.2.5.zip(r-4.3)
FKF_0.2.5.tgz(r-4.4-arm64)FKF_0.2.5.tgz(r-4.4-x86_64)FKF_0.2.5.tgz(r-4.3-arm64)FKF_0.2.5.tgz(r-4.3-x86_64)
FKF_0.2.5.tar.gz(r-4.5-noble)FKF_0.2.5.tar.gz(r-4.4-noble)
FKF_0.2.5.tgz(r-4.4-emscripten)FKF_0.2.5.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'))

Peer review:

Bug tracker:https://github.com/waternumbers/fkf/issues

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

2 exports 11 stars 2.49 score 0 dependencies 6 dependents 748 downloads

Last updated 10 months agofrom:b865e60a7413ef58d099848f35ba4af844f90419

Exports:fkffks

Dependencies:

Fast Kalman Filter

Rendered fromFKF.Rmdusingknitr::rmarkdownon Jun 05 2024.

Last update: 2021-12-13
Started: 2020-06-01