RobKalman: Project Home – R-Forge

Package robKalman implements several robustifications of rhe classical Kalman filter; a common filtering iterface for all robustifications is provided as well as S4-classes for state space models and filtering results.

• Development Status : 3 - Alpha
• Intended Audience : Developers
• License : OSI Approved : GNU General Public License (GPL)
• Operating System : OS Independent
• Programming Language : C/C++
• Programming Language : Fortran
• Programming Language : R
• Topic : Robust Statistics
• Topic : Time Series

Registered: 2007-11-06 20:07
Activity Ranking: 0
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