Kalman Filter
Documentation for package ‘kalmanfilter’ version 2.0.2
DESCRIPTION file
.
User guides, package vignettes and other documentation.
Help Pages
contains
Check if list contains a name
gen_inv
Generalized matrix inverse
kalman_filter
Kalman Filter
Rginv
R's implementation of the Moore-Penrose pseudo matrix inverse
sw_dcf
Stock and Watson Dynamic Common Factor Data Set
treasuries
Treasuries