Welcome State space notation Functions Download
Last update Jul 10, 2004

DOWNLOAD

On 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-PLUS

I 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 R

I 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.