Kalman Filter, Smoother and Disturbance Smoother

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Documentation for package ‘KFKSDS’ version 1.6

• DESCRIPTION file.
• Package NEWS.

Help Pages

KFKSDS-package	Kalman Filter, Smoother and Disturbance Smoother
DS	Disturbance Smoother for State Space Models
DS.deriv	Disturbance Smoother for State Space Models
KalmanFilter	Kalman Filter
KF	Kalman Filter for State Space Models
KF-interfaces	Kalman Filter
KF.C	Kalman Filter for State Space Models
KF.deriv	Kalman Filter for State Space Models
KF.deriv.C	Kalman Filter for State Space Models
KFKSDS.deriv.C	Kalman Filter, Smoother and Disturbance Smoother
KFKSDS.deriv.steady.C	Kalman Filter, Smoother and Disturbance Smoother
KS	Kalman Smoother for State Space Models
KS.deriv	Kalman Smoother for State Space Models
KSDS	Kalman Filter, Smoother and Disturbance Smoother
KSDS.deriv	Kalman Filter, Smoother and Disturbance Smoother
make.KF.args	Kalman Filter
predict.stsmSS	Kalman Filter for State Space Models