Package: FKF.SP
Title: Fast Kalman Filtering Through Sequential Processing
Version: 0.1.0
Authors@R: c(person("Thomas", "Aspinall", email = "tomaspinall2512@gmail.com", 
         role = c("aut", "cre"),
         comment = c(ORCID = "0000-0002-6968-1989")),
  person("Adrian", "Gepp", email = "adgepp@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0003-1666-5501")),
  person("Geoff", "Harris", email = "gharris@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0003-4284-8619")),
  person("Simone", "Kelly", email = "skelly@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0002-6528-8557")),
  person("Colette", "Southam", email = "csoutham@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0001-7263-2347")),
  person("Bruce", "Vanstone", email = "bvanston@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0002-3977-2468")),
  person(given = "David", family="Luethi", role=c("ctb")),
  person(given = "Philipp", family="Erb", role=c("ctb")),
  person(given = "Simon", family="Otziger", role=c("ctb")),
  person(given = "Paul", family = "Smith", role = c("ctb"),
         comment = c(ORCID = "0000-0002-0034-3412")))
Description: Fast and flexible Kalman filtering implementation utilizing sequential processing, designed for efficient parameter estimation through maximum likelihood estimation. 'FKF.SP' was built upon the existing 'FKF' package and was designed to generally increase the computational efficiency of Kalman filtering when independence is assumed in the measurement error of observations. Sequential processing is described in the textbook of Durbin and Koopman (2001, ISBN:978-0-19-964117-8).
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1.9000
RdMacros: mathjaxr, Rdpack
Imports: mathjaxr, Rdpack, curl
Suggests: knitr, rmarkdown, stats, FKF
VignetteBuilder: knitr
URL: https://github.com/TomAspinall/FKF.SP
BugReports: https://github.com/TomAspinall/FKF.SP/issues
NeedsCompilation: yes
Packaged: 2020-12-16 23:39:50 UTC; Thomas Aspinall
Author: Thomas Aspinall [aut, cre] (<https://orcid.org/0000-0002-6968-1989>),
  Adrian Gepp [aut] (<https://orcid.org/0000-0003-1666-5501>),
  Geoff Harris [aut] (<https://orcid.org/0000-0003-4284-8619>),
  Simone Kelly [aut] (<https://orcid.org/0000-0002-6528-8557>),
  Colette Southam [aut] (<https://orcid.org/0000-0001-7263-2347>),
  Bruce Vanstone [aut] (<https://orcid.org/0000-0002-3977-2468>),
  David Luethi [ctb],
  Philipp Erb [ctb],
  Simon Otziger [ctb],
  Paul Smith [ctb] (<https://orcid.org/0000-0002-0034-3412>)
Maintainer: Thomas Aspinall <tomaspinall2512@gmail.com>
Repository: CRAN
Date/Publication: 2020-12-18 10:20:08 UTC
