Kalman Filter

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Documentation for package ‘kalmanfilter’ version 2.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

contains	Check if list contains a name
gen_inv	Generalized matrix inverse
kalman_filter	Kalman Filter
kalman_filter_cpp	Kalman Filter
Rginv	R's implementation of the Moore-Penrose pseudo matrix inverse
sw_dcf	Stock and Watson Dynamic Common Factor Data Set
treasuries	Treasuries