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-4.5)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-x86_64)RcppKalman_0.0.6.1.tgz(r-4.4-arm64)RcppKalman_0.0.6.1.tgz(r-4.3-x86_64)RcppKalman_0.0.6.1.tgz(r-4.3-arm64)
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')) |
Bug tracker:https://github.com/eddelbuettel/rcppkalman/issues
Last updated 4 years agofrom:129f01c008. Checks:OK: 8 NOTE: 1. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 11 2024 |
R-4.5-win-x86_64 | OK | Aug 11 2024 |
R-4.5-linux-x86_64 | NOTE | Aug 11 2024 |
R-4.4-win-x86_64 | OK | Aug 11 2024 |
R-4.4-mac-x86_64 | OK | Aug 11 2024 |
R-4.4-mac-aarch64 | OK | Aug 11 2024 |
R-4.3-win-x86_64 | OK | Aug 11 2024 |
R-4.3-mac-x86_64 | OK | Aug 11 2024 |
R-4.3-mac-aarch64 | OK | Aug 11 2024 |
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 |