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Last update Jul 10, 2004
DOWNLOADOn this page you will find instructions for downloading the iterated extended Kalman filter and smoother. The implementations have been tested both in S-Plus 6.0 Profession relase 1 and R version 1.4.1 under WindowsNT.
INSTRUCTIONS FOR S-PLUSI have made a library ieks which can be downloaded as a zip-file.
Download the file and unpack it to e.g. $SHOME/library/ieks.
Then the library is attached by the command library(ieks).
To start the help function simply type help(index). Help on a specific function is obtained by issuing help(function). Note that the examples in the help files can be copied directly into S-Plus.
INSTRUCTIONS FOR RI have not had the time needed to make a nice R-package. Instead you might download the file ieks.R which contains the source-code for all implemented functions. Simply source this file into R and you are all done. The help files can be downloaded for offline viewing. Note that the examples in the help files can be copied directly into R.