Filtering Algorithms for the State Space Models on the Stiefel Manifold
Overview
Provides the filtering algorithms for the state space models on the Stiefel manifold as well as the corresponding sampling algorithms for uniform, vector Langevin-Bingham and matrix Langevin-Bingham distributions on the Stiefel manifold.
- CITATION added.
- Fixed Rd markup for lagged dependent-variable subscripts.
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-27
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- NOTE14 NOTE2026-03-10
Documentation
- Help pages
- 10includes a package overview page
- Examples that run
- 100%6 run in a plain check
- Exported functions with examples
- 67%
- Documented parameters
- 100%
- Return-value docs
- 89%
- Help pages citing references
- 0%
- README HTML
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GitHub Pages site last deployed 2026-07-20
Dependencies
Installing SMFilter adds no packages beyond those that come with R.
Code & Tests
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- 1.0.32018-12-12 · diff ↗
- 1.0.22018-12-03 · diff ↗
- 1.0.02018-11-26
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-11-26
- Total releases
- 4 / 8 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.0.0
- Download size
- 101 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("SMFilter")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.32614/cran.package.smfilter, 10.3390/econometrics6040048.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.