Package: FKF Title: Fast Kalman Filter Version: 0.2.6 Authors@R: c(person(given = "David", family="Luethi", role=c("aut")), person(given = "Philipp", family="Erb", role=c("aut")), person(given = "Simon", family="Otziger", role=c("aut")), person(given = "Daniel", family = "McDonald", role = c("aut"), email = "daniel@stat.ubc.ca"), person(given = "Paul", family = "Smith", role = c("aut","cre"), email = "paul@waternumbers.co.uk", comment = c(ORCID = "0000-0002-0034-3412"))) Description: 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. License: GPL (>= 2) Encoding: UTF-8 Imports: graphics Suggests: knitr, rmarkdown, testthat (>= 3.0.0) Depends: R(>= 3.5.0) BugReports: https://github.com/waternumbers/FKF/issues URL: https://waternumbers.github.io/FKF/, https://github.com/waternumbers/FKF NeedsCompilation: yes RoxygenNote: 7.3.1 VignetteBuilder: knitr X-CRAN-Original-Maintainer: Marc Weibel X-CRAN-Comment: Orphaned on 2018-02-11 as email address bounced when asked for correction. Config/testthat/edition: 3 Repository: https://waternumbers.r-universe.dev Date/Publication: 2024-09-03 22:08:08 UTC RemoteUrl: https://github.com/waternumbers/fkf RemoteRef: HEAD RemoteSha: 91fb97dff1c1c4e4dcf34592204f88a8e11e5e5c Packaged: 2026-07-05 08:31:26 UTC; root Author: David Luethi [aut], Philipp Erb [aut], Simon Otziger [aut], Daniel McDonald [aut], Paul Smith [aut, cre] (ORCID: ) Maintainer: Paul Smith