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RobKF  

Innovative and/or Additive Outlier Robust Kalman Filtering
View on CRAN: Click here


Download and install RobKF package within the R console
Install from CRAN:
install.packages("RobKF")

Install from Github:
library("remotes")
install_github("cran/RobKF")

Install by package version:
library("remotes")
install_version("RobKF", "1.0.2")



Attach the package and use:
library("RobKF")
Maintained by
Daniel Grose
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-09-01
Latest Update: 2021-07-15
Description:
Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) and Agamennoni et al. (2018) , the innovative outlier robust filter of Ruckdeschel et al. (2014) , as well as the innovative and additive outlier robust filter of Fisch et al. (2020) .
How to cite:
Daniel Grose (2020). RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering. R package version 1.0.2, https://cran.r-project.org/web/packages/RobKF. Accessed 21 Dec. 2024.
Previous versions and publish date:
1.0.0 (2020-09-01 16:20), 1.0.1 (2021-02-10 15:50)
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Complete documentation for RobKF
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