Change to strict header definitions R_Calloc and R_Free
FKF v0.2.5
Fix to class export issues on R-devel
Change url in README
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sspir::kfilter reference removed because package sspir has been
archived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 = …)
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.