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Minor bug fixes to the “init.c” and “fkf_SP” files, as per the “additional issues” guidelines of CRAN.
The compiled C code: “fkfs_SP” has been added, which combines Kalman filtering and smoothing into a singular function.
The “smoothing” logical argument has been added to the ‘fkf.SP’ function.
Minor documentation changes to reflect the additional argument.
More outputs are now returned from the ‘fkf.SP’ function when ‘verbose’ is set to true. These are ‘yt’, ‘Tt’, ‘Zt’, ‘Ftinv’, ‘vt’, ‘Kt’
The ‘fks.SP’ function has been added, which is a Kalman smoothing implementation written in compiled C code and using the solution described in the textbook of Durbin and Koopman (2001): “Time Series Analysis by State Space Methods”.
The vignette of the package has been updated with an example of Kalman smoothing.
The ‘fkf.SP’ function now includes the ‘verbose’ argument, allowing for filtered values to be returned as a list object.
The default setting for the ‘verbose’ argument is FALSE, resulting in no changes to existing applications of this function.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.