Kim Filter

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Documentation for package ‘kimfilter’ version 1.0.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

contains	Check if list contains a name
gen_inv	Generalized matrix inverse
kim_filter	Kim Filter
Rginv	R's implementation of the Moore-Penrose pseudo matrix inverse
self_rbind	Matrix self rowbind
ss_prob	Finds the steady state probabilities from a transition matrix mat = |p_11 p_21 ... p_m1| |p_12 p_22 ... p_m2| |... ...| |p_1m p_2m ... p_mm| where the columns sum to 1
sw_dcf	Stock and Watson Markov Switching Dynamic Common Factor Data Set