RobKF
Innovative and/or Additive Outlier Robust Kalman Filtering
Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014)
- Version1.0.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release07/15/2021
Documentation
Team
Daniel Grose
Alex TM Fisch
Show author detailsRolesAuthorIdris A Eckley
Show author detailsRolesAuthor, Thesis advisorPaul Fearnhead
Show author detailsRolesAuthor, Thesis advisorLawrence Bardwell
Show author detailsRolesAuthor, Contributor
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- Imports5 packages
- Linking To2 packages