v0.3.3

Upgraded compiled C functions to be compatible with R 4.4.1. Split C functions into separate files to make them more readable.

This primarily involved manually defining M_PI, as well as moving to using R_Calloc and R_Free functions within the compiled C code.

v0.3.2

• Added mathjaxr to NAMESPACE

v0.3.1

'smoothing' argument added to the 'fkf.SP' function

v0.3.0

FKF.SP 0.3.0

More outputs are now returned from the 'fkf.SP' function when 'verbose' is set to true. These are 'yt', 'Tt', 'Zt', 'Ftinv', 'vt', 'Kt'

The 'fks.SP' function has been added, which is a Kalman smoothing implementation written in compiled C code and using the solution described in the textbook of Durbin and Koopman (2001): "Time Series Analysis by State Space Methods).

The vignette of the package has been updated with an example of Kalman smoothing.

v0.2.0

The 'fkf.SP' function now includes the 'verbose' argument, allowing for filtered values to be returned as a list object.

The default setting for the 'verbose' argument is FALSE, resulting in no changes to existing applications of this function.

v0.1.1

v0.1.1:

• Minor fixes in error reporting of 'fkf.SP'.
• Example 4 of the vignette added
• Now suggests the 'NFCP' package for example 4
• Minor documentation edits
• 'fkf.SP' no longer returns a 'warning' when NA's are returned

v0.1.0

Initial CRAN Release