Package: FKF
Type: Package
Version: 0.0.2
Date: 2009-06-29
Title: Fast Kalman Filter
Author: David Luethi, Philipp Erb
Maintainer: David Luethi <luethid@gmail.com>
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
Repository: CRAN
Repository/R-Forge/Project: rmetrics
Repository/R-Forge/Revision: 4217
Date/Publication: 2009-07-18 15:22:06
Packaged: 2009-07-15 20:16:23 UTC; rforge
