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/>.
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1.0.2 by Joseph de Vilmarest, 3 years ago
Browse source code at https://github.com/cran/viking
Authors: Joseph de Vilmarest [aut, cre]
Documentation: PDF Manual
LGPL-3 license
Suggests RColorBrewer, mvtnorm
See at CRAN