kalfil-internal {season}R Documentation

Forward and backward sweep of the Kalman filter

Description

Internal function to do a forward and backward sweep of the Kalman filter, used by nscosinor. For internal use only.

Usage

kalfil(data,f,vartheta,w,tau,lambda,cmean)

Arguments

data a data frame.
f vector of cycles in units of time.
vartheta variance for noise.
w variance of seasonal component.
tau controls flexibility of trend and season.
lambda distance between observations.
cmean used to give a vague prior for the starting values.

Author(s)

Adrian Barnett a.barnett<at>qut.edu.au


[Package season version 0.2-3 Index]