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-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
- "startupmsg"
- "MASS"
- "limma"
- "dse1"
- "dse2"
- "robustbase"
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.
Manual/Documentation
License
Download
Windows
Linux
Demos
also see demo(package="robKalman")
Version history:
Version
0.2 (10-09-08)
- integration of S4 layer; also see NEWS("robKalman")
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!):
The project summary page you can find here.