An R package to extracts the trend and first derivative using a local linear model in state-space form and the Diffuse Kalman Filter
-
Updated
Jun 11, 2020 - R
An R package to extracts the trend and first derivative using a local linear model in state-space form and the Diffuse Kalman Filter
Add a description, image, and links to the local-linear topic page so that developers can more easily learn about it.
To associate your repository with the local-linear topic, visit your repo's landing page and select "manage topics."