Package: RcppKalman 0.0.6.1
RcppKalman: 'RcppArmadillo'-Based Kalman Filtering
An 'RcppArmadillo'-based port of the Kalman filtering code in the 'EKF/UKF Toolbox for Matlab' by Simo Särkkä, Jouni Hartikainen, and Arno Solin is provided. . Note that this package is at this point still incomplete, but contains two demo functions replicating demos in 'EKF/UKF'.
Authors:
RcppKalman_0.0.6.1.tar.gz
RcppKalman_0.0.6.1.zip(r-4.7)RcppKalman_0.0.6.1.zip(r-4.6)RcppKalman_0.0.6.1.zip(r-4.5)
RcppKalman_0.0.6.1.tgz(r-4.6-x86_64)RcppKalman_0.0.6.1.tgz(r-4.6-arm64)RcppKalman_0.0.6.1.tgz(r-4.5-x86_64)RcppKalman_0.0.6.1.tgz(r-4.5-arm64)
RcppKalman_0.0.6.1.tar.gz(r-4.7-arm64)RcppKalman_0.0.6.1.tar.gz(r-4.7-x86_64)RcppKalman_0.0.6.1.tar.gz(r-4.6-arm64)RcppKalman_0.0.6.1.tar.gz(r-4.6-x86_64)
RcppKalman_0.0.6.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RcppKalman/json (API)
| # Install 'RcppKalman' in R: |
| install.packages('RcppKalman', repos = c('https://eddelbuettel.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/eddelbuettel/rcppkalman/issues
Last updated from:c4e950f572. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 162 | ||
| linux-devel-x86_64 | OK | 161 | ||
| source / vignettes | OK | 228 | ||
| linux-release-arm64 | OK | 155 | ||
| linux-release-x86_64 | OK | 197 | ||
| macos-release-arm64 | OK | 145 | ||
| macos-release-x86_64 | OK | 327 | ||
| macos-oldrel-arm64 | OK | 96 | ||
| macos-oldrel-x86_64 | OK | 252 | ||
| windows-devel | OK | 171 | ||
| windows-release | OK | 198 | ||
| windows-oldrel | OK | 147 | ||
| wasm-release | OK | 119 |
Exports:expmkfPredictkfUpdateltiDiscrtsSmoothertfSmoother
Dependencies:expmlatticeMatrixRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| RcppArmadillo based Kalman filteringKalman Filtering in C++ accessible to R via Rcpp | RcppKalman-package RcppKalman |
| Compute the exponential of a matrix | expm |
| Kalman Filter Prediction step | kfPredict |
| Kalman Filter measurement update step | kfUpdate |
| Discretize Linear Time-Invariant ODE | ltiDisc |
| Rauch-Tung-Striebel smoother | rtsSmoother |
| Two-filter Smoother | tfSmoother |
