KF-funcs

R functions to apply a Kalman filter to estimate a linear model with time-varying intercept that follows a random walk.

• Initially developed by Brice MacGregror (2001), adapted by Brian Pyper, Brigitte Dorner and Carrie Holt (2002-2018). Adapted to TMB here.

TMB code for recursive Bayesian estimation

• Developed by Catarina Wor based on BUGS code from Catherine Michielsens

Install

remotes::install_git("https://github.com/carrieholt/KF-funcs.git") library(KFfuncs)