FKF
Fast Kalman Filter
This is a fast and flexible implementation of the Kalman filter and smoother, 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.6 |
rolling linux/jammy R-4.5 | FKF_0.2.6.tar.gz |
126.9 KiB |
0.2.6 |
rolling linux/noble R-4.5 | FKF_0.2.6.tar.gz |
126.9 KiB |
0.2.6 |
rolling source/ R- | FKF_0.2.6.tar.gz |
92.9 KiB |
0.2.6 |
latest linux/jammy R-4.5 | FKF_0.2.6.tar.gz |
126.9 KiB |
0.2.6 |
latest linux/noble R-4.5 | FKF_0.2.6.tar.gz |
126.9 KiB |
0.2.6 |
latest source/ R- | FKF_0.2.6.tar.gz |
92.9 KiB |
0.2.6 |
2026-04-26 source/ R- | FKF_0.2.6.tar.gz |
92.9 KiB |
0.2.6 |
2026-04-23 source/ R- | FKF_0.2.6.tar.gz |
92.9 KiB |
0.2.6 |
2026-04-09 windows/windows R-4.5 | FKF_0.2.6.zip |
131.0 KiB |
0.2.6 |
2025-04-20 source/ R- | FKF_0.2.6.tar.gz |
92.9 KiB |