Displaying 1 result from an estimated 1 matches for "vfast".
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fast
2007 Feb 17
1
Solve in maximum likelihood estimation
...,n))
Pfast <- Pfastmin <- matrix(NA,ncol=no.state,nrow=no.state)
K <- array(dim=c(no.state,no.obs,n))
Kfast <- matrix(nrow=no.state,ncol=no.obs)
X <- Xhatminus <- array(dim=c(no.state,1,n))
Xfast <- Xfastmin <- matrix(ncol=1,nrow=no.state)
v <- array(dim=c(no.obs,1,n))
vfast <- matrix(nrow=no.obs,ncol=1)
Y <- matrix(ncol=1,nrow=no.obs)
log.lik <- numeric(n)
Rprof()
kalman <- function(a)
{
#(a <- startwerte)...