KFKSDS (1.6)

Kalman Filter, Smoother and Disturbance Smoother.

http://jalobe.com
http://cran.r-project.org/web/packages/KFKSDS

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.

Maintainer: Javier L?pez-de-Lacalle
Author(s): Javier Lpez-de-Lacalle

License: GPL-2

Uses: Does not use any package

Released almost 5 years ago.