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RobKalman: Project Home – R-Forge

Project description

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.

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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: 106
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SCM Repository (Subversion: 294 commits, 768 adds)

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Peter Ruckdeschel

Bernhard Spangl

Daria Pupashenko

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José Carlos Prieto Honorato

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Vienna University of Economics and Business

University of Wisconsin - Madison

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