Package: kalmanfilter
Type: Package
Title: Kalman Filter
Version: 2.2.0
Date: 2025-10-01
Authors@R: 
  c(person(given = "Alex", 
           family = "Hubbard", 
           role = c("aut", "cre"), 
           email = "hubbard.alex@gmail.com"))
Description: 'Rcpp' implementation of the multivariate Kalman filter
        for state space models that can handle missing values and
        exogenous data in the observation and state equations. There is
        also a function to handle time varying parameters. Kim,
        Chang-Jin and Charles R. Nelson (1999) "State-Space Models with
        Regime Switching: Classical and Gibbs-Sampling Approaches with
        Applications"
        <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.9)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.3
Suggests: data.table (>= 1.14.2), maxLik (>= 1.5-2), ggplot2 (>=
        3.3.6), gridExtra (>= 2.3), knitr, rmarkdown, testthat
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2026-06-24 11:38:47 UTC; root
Author: Alex Hubbard [aut, cre]
Maintainer: Alex Hubbard <hubbard.alex@gmail.com>
Depends: R (>= 3.5.0)
Repository: https://hubbardalex.r-universe.dev
Date/Publication: 2025-10-18 06:41:34 UTC
RemoteUrl: https://github.com/cran/kalmanfilter
RemoteRef: HEAD
RemoteSha: 1b8c046548e803abcee9fc92495c6f13d5334a4c