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bvartools
kalman_dk
kalman_dk function
Durbin and Koopman Simulation Smoother
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bvartools package
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Maintainer: Franz X. Mohr
License: GPL (>= 2)
Last published: 2024-01-08
Useful links
https://github.com/franzmohr/bvartools/issues
https://github.com/franzmohr/bvartools