Package: kalmanfilter
Type: Package
Title: Kalman Filter
Version: 2.1.1
Date: 2024-03-01
Authors@R: 
  c(person(given = "Alex", 
           family = "Hubbard", 
           role = c("aut", "cre"), 
           email = "hubbard.alex@gmail.com"))
Description: 'Rcpp' implementation of the multivariate Kalman filter for state space models that can handle missing values and exogenous data in the observation and state equations. There is also a function to handle time varying parameters.
  Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>. 
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.9)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.3
Suggests: data.table (>= 1.14.2), maxLik (>= 1.5-2), ggplot2 (>=
        3.3.6), gridExtra (>= 2.3), knitr, rmarkdown, testthat
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2024-03-08 03:09:43 UTC; alex.hubbard
Author: Alex Hubbard [aut, cre]
Maintainer: Alex Hubbard <hubbard.alex@gmail.com>
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2024-03-08 05:00:06 UTC
Built: R 4.4.0; aarch64-apple-darwin21.6.0; 2024-05-05 21:31:33 UTC; unix
