'RcppArmadillo'-Based Kalman Filtering

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Documentation for package ‘RcppKalman’ version 0.0.6.1

• DESCRIPTION file
• Code demos. Use demo() to run them.
• Package README

Help Pages

RcppKalman-package	RcppArmadillo based Kalman filteringKalman Filtering in C++ accessible to R via Rcpp
expm	Compute the exponential of a matrix
kfPredict	Kalman Filter Prediction step
kfUpdate	Kalman Filter measurement update step
ltiDisc	Discretize Linear Time-Invariant ODE
RcppKalman	RcppArmadillo based Kalman filteringKalman Filtering in C++ accessible to R via Rcpp
rtsSmoother	Rauch-Tung-Striebel smoother
tfSmoother	Two-filter Smoother