Kalman Filter, Smoother and Disturbance Smoother

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Documentation for package ‘KFKSDS’ version 1.6

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KFKSDS-package Kalman Filter, Smoother and Disturbance Smoother
DS Disturbance Smoother for State Space Models
DS.deriv Disturbance Smoother for State Space Models
KalmanFilter Kalman Filter
KF Kalman Filter for State Space Models
KF-interfaces Kalman Filter
KF.C Kalman Filter for State Space Models
KF.deriv Kalman Filter for State Space Models
KF.deriv.C Kalman Filter for State Space Models
KFKSDS.deriv.C Kalman Filter, Smoother and Disturbance Smoother
KFKSDS.deriv.steady.C Kalman Filter, Smoother and Disturbance Smoother
KS Kalman Smoother for State Space Models
KS.deriv Kalman Smoother for State Space Models
KSDS Kalman Filter, Smoother and Disturbance Smoother
KSDS.deriv Kalman Filter, Smoother and Disturbance Smoother
make.KF.args Kalman Filter
predict.stsmSS Kalman Filter for State Space Models