package
Version:
v0.0.0-...-e228636
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Published: Jul 11, 2019
License: GPL-3.0
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Imports: 4
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Imported by: 0
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README
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kalman
Documentation
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Package kalman provides implementations of the Kalman filtering algorithm.
NewKalman initializes the Kalman filter
and returns the address of an object of Kalman struct
Kalman defines the structure of the Kalman filter
Filtering does the Kalman filtering
Init does the initialization
basically it checks the parameters of the model
SetData sets the observations
SetFrame sets the from and to of the time series
SetPar sets the parameter matrices
Smoothing does the disturbance smoothing
Source Files
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