viking: State-Space Models Inference by Kalman or Viking

Inference methods for state-space models, relying on the Kalman Filter or on Viking (Variational Bayesian VarIance tracKING). See J. de Vilmarest (2022) <>.

Version: 1.0.0
Suggests: RColorBrewer, mvtnorm
Published: 2022-10-07
Author: Joseph de Vilmarest ORCID iD [aut, cre]
Maintainer: Joseph de Vilmarest < at>
License: LGPL-3
NeedsCompilation: no
CRAN checks: viking results


Reference manual: viking.pdf


Package source: viking_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): viking_1.0.0.tgz, r-oldrel (arm64): viking_1.0.0.tgz, r-release (x86_64): viking_1.0.0.tgz, r-oldrel (x86_64): viking_1.0.0.tgz


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