Orphaned on 2018-02-11 as email address bounced when
asked for correction.

c(person(given = "David", family="Luethi", role=c("aut")),
person(given = "Philipp", family="Erb", role=c("aut")),
person(given = "Simon", family="Otziger", role=c("aut")),
person(given = "Paul",
family = "Smith",
role = c("cre"),
email = "paul@waternumbers.co.uk",
comment = c(ORCID = "0000-0002-0034-3412")))
David Luethi [aut],
Philipp Erb [aut],
Simon Otziger [aut],
Paul Smith [cre] (<https://orcid.org/0000-0002-0034-3412>)

c(person(given = "David", family="Luethi", role=c("aut")),
person(given = "Philipp", family="Erb", role=c("aut")),
person(given = "Simon", family="Otziger", role=c("aut")),
person(given = "Daniel",
family = "McDonald",
role = c("aut"),
email = "daniel@stat.ubc.ca"),
person(given = "Paul",
family = "Smith",
role = c("aut","cre"),
email = "paul@waternumbers.co.uk",
comment = c(ORCID = "0000-0002-0034-3412")))
This is a fast and flexible implementation of the Kalman
filter and smoother, which can deal with NAs. It is entirely written in C and relies fully on linear algebra subroutines contained in
BLAS and LAPACK. Due to the speed of the filter, the fitting of
high-dimensional linear state space models to large datasets
becomes possible. This package also contains a plot function
for the visualization of the state vector and graphical
diagnostics of the residuals.
knitr, rmarkdown, covr, pkgdown, testthat (>= 3.0.0)
David Luethi [aut],
Philipp Erb [aut],
Simon Otziger [aut],
Daniel McDonald [aut],
Paul Smith [aut, cre] (<https://orcid.org/0000-0002-0034-3412>)

Fast Kalman Filtering Through Sequential Processing
c(person("Thomas", "Aspinall", email = "tomaspinall2512@gmail.com",
role = c("aut", "cre"),
comment = c(ORCID = "0000-0002-6968-1989")),
person("Adrian", "Gepp", email = "adgepp@bond.edu.au",
role = c("aut"),
comment = c(ORCID = "0000-0003-1666-5501")),
person("Geoff", "Harris", email = "gharris@bond.edu.au",
role = c("aut"),
comment = c(ORCID = "0000-0003-4284-8619")),
person("Simone", "Kelly", email = "skelly@bond.edu.au",
role = c("aut"),
comment = c(ORCID = "0000-0002-6528-8557")),
person("Colette", "Southam", email = "csoutham@bond.edu.au",
role = c("aut"),
comment = c(ORCID = "0000-0001-7263-2347")),
person("Bruce", "Vanstone", email = "bvanston@bond.edu.au",
role = c("aut"),
comment = c(ORCID = "0000-0002-3977-2468")),
person(given = "David", family="Luethi", role=c("ctb")),
person(given = "Philipp", family="Erb", role=c("ctb")),
person(given = "Simon", family="Otziger", role=c("ctb")),
person(given = "Paul", family = "Smith", role = c("ctb"),
comment = c(ORCID = "0000-0002-0034-3412")))
Fast and flexible Kalman filtering implementation utilizing sequential processing, designed for efficient parameter estimation through maximum likelihood estimation. 'FKF.SP' was built upon the existing 'FKF' package and was designed to generally increase the computational efficiency of Kalman filtering when independence is assumed in the measurement error of observations. Sequential processing is described in the textbook of Durbin and Koopman (2001, ISBN:978-0-19-964117-8).
Thomas Aspinall [aut, cre] (<https://orcid.org/0000-0002-6968-1989>),
Adrian Gepp [aut] (<https://orcid.org/0000-0003-1666-5501>),
Geoff Harris [aut] (<https://orcid.org/0000-0003-4284-8619>),
Simone Kelly [aut] (<https://orcid.org/0000-0002-6528-8557>),
Colette Southam [aut] (<https://orcid.org/0000-0001-7263-2347>),
Bruce Vanstone [aut] (<https://orcid.org/0000-0002-3977-2468>),
David Luethi [ctb],
Philipp Erb [ctb],
Simon Otziger [ctb],
Paul Smith [ctb] (<https://orcid.org/0000-0002-0034-3412>)