viking: State-Space Models Inference by Kalman or Viking (original) (raw)
Inference methods for state-space models, relying on the Kalman Filter or on Viking (Variational Bayesian VarIance tracKING). See J. de Vilmarest (2022) <https://theses.hal.science/tel-03716104/>.
| Version: | 1.0.2 |
|---|---|
| Suggests: | RColorBrewer, mvtnorm |
| Published: | 2023-10-06 |
| DOI: | 10.32614/CRAN.package.viking |
| Author: | Joseph de Vilmarest [aut, cre] (https://orcid.org/0000-0002-0634-8484) |
| Maintainer: | Joseph de Vilmarest <joseph.de-vilmarest at vikingconseil.fr> |
| License: | LGPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | viking results |
Documentation:
| Reference manual: | viking.html , <viking.pdf> |
|---|
Downloads:
| Package source: | viking_1.0.2.tar.gz |
|---|---|
| Windows binaries: | r-devel: viking_1.0.2.zip, r-release: viking_1.0.2.zip, r-oldrel: viking_1.0.2.zip |
| macOS binaries: | r-release (arm64): viking_1.0.2.tgz, r-oldrel (arm64): viking_1.0.2.tgz, r-release (x86_64): viking_1.0.2.tgz, r-oldrel (x86_64): viking_1.0.2.tgz |
| Old sources: | viking archive |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=vikingto link to this page.