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: GNU General Public License (GPL)
• Operating System: OS Independent
• Programming Language: C/C++, Fortran, R
• Topic: Robust Statistics, Time Series

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