R: Innovative and/or Additive Outlier Robust Kalman Filtering

# Innovative and/or Additive Outlier Robust Kalman Filtering

## Documentation for package ‘RobKF’ version 1.0.2

- DESCRIPTION file
- Package README

## Help Pages

AORKF_huber | A huberisation based additive outlier robust Kalman filter
AORKF_t | A t-distribution based additive outlier robust Kalman filter
Generate_Data | Simulate data from a Kalman model
IOAORKF | An innovative and additive outlier robust Kalman filter
IORKF_huber | A huberisation based innovative outlier robust Kalman filter
KF | The classical Kalman filter
plot | plot
plot.ioaorkf | plot
plot.rkf | plot
print | print
print.ioaorkf | print
print.rkf | print
summary | Summary
summary.ioaorkf | Summary
summary.rkf | Summary