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:Dirk Eddelbuettel

RcppKalman_0.0.6.1.tar.gz
RcppKalman_0.0.6.1.zip(r-4.5)RcppKalman_0.0.6.1.zip(r-4.4)RcppKalman_0.0.6.1.zip(r-4.3)
RcppKalman_0.0.6.1.tgz(r-4.4-arm64)RcppKalman_0.0.6.1.tgz(r-4.4-x86_64)RcppKalman_0.0.6.1.tgz(r-4.3-arm64)RcppKalman_0.0.6.1.tgz(r-4.3-x86_64)
RcppKalman_0.0.6.1.tar.gz(r-4.5-noble)RcppKalman_0.0.6.1.tar.gz(r-4.4-noble)
RcppKalman_0.0.6.1.tgz(r-4.4-emscripten)RcppKalman_0.0.6.1.tgz(r-4.3-emscripten)
RcppKalman.pdf |RcppKalman.html
RcppKalman/json (API)

# Install RcppKalman in R:
install.packages('RcppKalman', repos = c('https://eddelbuettel.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/eddelbuettel/rcppkalman/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

6 exports 36 stars 2.46 score 5 dependencies

Last updated 4 years agofrom:129f01c00892b22b50893dc94deb43573be10723

Exports:expmkfPredictkfUpdateltiDiscrtsSmoothertfSmoother

Dependencies:expmlatticeMatrixRcppRcppArmadillo