kalman_filter {autostsm} | R Documentation |
Kalman Filter
kalman_filter(sp, yt, Xo, Xs, smooth = FALSE)
sp |
list describing the state space model |
yt |
matrix of data |
Xo |
matrix of exogenous observation data |
Xs |
matrix of exogenous state data |
smooth |
boolean indication whether to run the backwards smoother |