Kalman Filter, Smoother and Disturbance Smoother
Released Jan 28, 2015 by Javier López-de-Lacalle
Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>KFKSDS</artifactId> <version>1.6-b268</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.9.2687 on Aug 24, 2018.