State-Space Models Inference by Kalman or Viking


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Documentation for package ‘viking’ version 1.0.2

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expectation_maximization Expectation-Maximization
iterative_grid_search Iterative Grid Search
kalman_filtering Kalman Filtering
kalman_smoothing Kalman Smoothing
loglik Log-likelihood
plot.statespace Plot a statespace object
predict.statespace Predict using a statespace object
select_Kalman_variances Select time-invariant variances of a State-Space Model
statespace Design a State-Space Model
viking Viking: Variational bayesIan variance tracKING