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Last update Apr 29, 2003 |
FUNCTIONSThe ieks library contains the following scripts:
Iterated extended Kalman filter and smoother:
REFERENCES:The main reference for the implemented scripts is my thesis:Klein, (2003), State Space Modelling of Expontial Family Data, Ph.D. Thesis, Department of Statistics, University of Southern Denmark. Please refer to the bibliography of the thesis for further details. |