Package: FKF
Type: Package
Version: 0.0.1
Date: 2009-02-10
Title: Fast Kalman Filter
Author: David Luethi, Philipp Erb
Maintainer: David Luethi <david.luethi@zhaw.ch>
LazyLoad: yes
Depends:  R(>= 2.8)
Description: This is a flexible implementation of the Kalman filter. 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.
Imports: graphics
License: GPL (>= 2)
Encoding: latin1
Packaged: Thu Feb 12 07:59:31 2009; luda
