viking: State-Space Models Inference by Kalman or Viking
Inference methods for state-space models, relying on the Kalman Filter or on Viking (Variational Bayesian VarIance tracKING). See J. de Vilmarest (2022) <https://theses.hal.science/tel-03716104/>.
Version: |
1.0.2 |
Suggests: |
RColorBrewer, mvtnorm |
Published: |
2023-10-06 |
Author: |
Joseph de Vilmarest [aut, cre]
(<https://orcid.org/0000-0002-0634-8484>) |
Maintainer: |
Joseph de Vilmarest <joseph.de-vilmarest at vikingconseil.fr> |
License: |
LGPL-3 |
NeedsCompilation: |
no |
CRAN checks: |
viking results |
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