FKF v0.2.3

• Fix bug in Kalman Smoother
• Tidy up Kalman Smoother documentation to correct notation

FKF v0.2.2

• Fix memory leak in fks identified by CRAN valgrind tests
• Fix building on MAC arm64 (M1) platform

FKF v0.2.1

2021-09-28 Paul Smith

• Incorporated Kalman Smoother Code by Danial McDonald
• Outputs from the fkf function altered for use by the smoother. This includes a change in the output ordering. Code that references by name (e.g. out$at} should work as expected. Code that references by location (e.g. out[[1]]) might not.
• Implimentation of USE_FC_LEN_T on calls to BLAS and LAPACK

FKF v0.1.7

2020-06-03 Paul Smith

• Fixed ASAN error caused by error in Vignette example
• Depreciated check.input option to fkf so dimensions always checked - the reason for ongoing ASAN issues since v0.1.2.

FKF v0.1.6

2020-06-01 Paul Smith

• Tidying NAMESPACE to fix S4 class export warning with FKF v0.1.5 on all linux R-devel
• Converted Vignettes to use knitr

FKF v0.1.5

2018-07-16 Paul Smith

• Correction of incorrect submission in v0.1.4 of the fix to the check.inputs = FALSE example
• Fixed simmilar ASAN and valgrind error in unit tests
• Stopped RUnit tests writing files which caused CRAN build errors due to directory permissions

FKF v0.1.4

2018-07-01 Paul Smith

• section Maintainer updated
• Fixed check.inputs = FALSE example which was passing incorrect format variables resulting in ASAN and valgrind errors
• Moved function documentaion to use roxygen2 for generation

FKF v0.1.2

2014-01-03 Aleksandar Spasojevic

• sspir::kfilter reference removed because package sspir has been archived
• section Maintaner updated since ZHAW - Institute of Data Analysis and Process Design is maintaing FKF now

FKF v0.1.2

2012-03-20 David Luethi

• RUnit added as dependancy

FKF v0.1.1

2010-10-17 David Luethi

• Error in plot.fkf: Standardized residuals were calculated wrongly.
• plot-method of fkf-objects with type == ‘resid.qq’ puts the number of the variable in the title (main = …)
• fkf.Rd, plot.fkf.Rd: Documentation extended, examples added.
• R unit test added.

2010-12-19 Philipp Erb

• Fixed minor inconsistency in input check messages of fkf()

FKF v0.1.0

2009-09-28 Philipp Erb

• NA-values in the vector of response variables yt are now supported. In the filter recursions the observation vector yt with missing values will be reduced to the vector yt- without missing values and the measurement equation will be adjusted accordingly.

FKF v0.0.3

2009-07-30 David Luethi

• c-function ‘cfkf’: Warning for non-finite ‘logDet’ or ‘mahalanobis’ removed (too verbose as information is contained in the output ‘status’ and also documented). Potential warnings occurring in the Cholesky factorization are more informative now.

FKF v0.0.2

2009-06-26 David Luethi

• Minor corrections in the documentation.
• Function ‘fkf’ scans for missing arguments now.

FKF v0.0.1

2009-02-10 David Luethi

• Release of FKF