## FKF: Fast Kalman Filter

This is a fast and flexible implementation of the Kalman
filter, 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.

Version: |
0.1.3 |

Depends: |
R (≥ 2.8), RUnit |

Imports: |
graphics |

Published: |
2014-02-10 |

Author: |
David Luethi, Philipp Erb, Simon Otziger |

Maintainer: |
Marc Weibel <marc.weibel at zhaw.ch> |

License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |

NeedsCompilation: |
yes |

Materials: |
ChangeLog |

In views: |
TimeSeries |

CRAN checks: |
FKF results |

#### Downloads:

#### Reverse dependencies: