You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Kalman Filter and Smoother now fully written in c++.
Extra functionality
Computation of diagnostics now optional using diagnostics = TRUE.
Added full system matrices to the statespacer object.
Added predicted, filtered, and forecasted P_star and P_inf.
Bug fixes
Fixed bug in predicting using explanatory variables.
Fixed edge case in adding explanatory variables. The bug occurred when there was only 1 explanatory variable and 1 dependent variable supplied, causing the Z system matrix to be a vector instead of an array.