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Welcome to RobKalman project!

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.

R-Logo R-Package "robKalman"  

Version: 0.2   --- still in development stage
Release Date: 10-09-08
Authors: Peter Ruckdeschel, Bernhard Spangl
Required R-Version: Dependencies: requires packages
all available from CRAN;

What is "robKalman" meant for?

The aim of package "robKalman" is to provide routines for robust Kalman Filtering.
In particular the rLS- and ACM-filter are available.


Here will be a vignette soon...
For the moment here are some slides (handout-version) and a poster presented at UseR 2006, and some slides from the Banff RsR workshop 2007.


This software is distributed under the terms of the GNU GENERAL
PUBLIC LICENSE Version 2, June 1991, confer http://www.gnu.org/copyleft/gpl.html





also see demo(package="robKalman")

Version history:

Version 0.2  (10-09-08)

First version (0.1)  (06-12-06)

Our plans for the next version:

Things we invite other people to do

If you want to collaborate (which you are welcome to do!):

This page is maintained by Peter Ruckdeschel and last updated on 28-08-08.

The project summary page you can find here.