Description

Kalman Filter, Smoother and Disturbance Smoother.

Naive implementation of the Kalman filter, smoother and disturbance smoother for state space models.
Metadata

Version

1.6

License

Unknown

Platforms (71)

    Darwin
    FreeBSD 13
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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