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#kalmanfilter 2.1.1
Minor changes
- added R function kalman_filter to auto select kalman_filter_cpp or kalman_filter_tvp_cpp
#kalmanfilter 2.1
Major changes
- added kalman_filter_tvp for time varying parameters
kalmanfilter 2.0.2
Minor changes
- updated to use sentinel "_PACKAGE"
#kalmanfilter 2.0.1
Minor changes
- Updated Rcpp Rginv function to matrix that has no positive values in SVD.
#kalmanfilter 2.0
Minor changes
- Updated Rcpp code to handle deprecation of << assignment operator
Major changes
- Updated Rcpp code to handle NULL values for the exogenous and weight matrices
- Updated Rcpp code to handle cases without exogenous coefficient matrices in the state space model
- Removed R wrapper functions
- Added Stock and Watson dynamic common factor model example to the vignette
kalmanfilter 1.0
Bug fixes
Major changes
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.