# The Fast Kalman Filer Toolbox

<!-- badges: start -->
[![R-CMD-check](https://github.com/waternumbers/FKF/workflows/R-CMD-check/badge.svg)](https://github.com/waternumbers/FKF/actions)
[![codecov](https://img.shields.io/codecov/c/gh/waternumbers/FKF/master)](https://app.codecov.io/gh/waternumbers/FKF)
[![AppVeyor build
status](https://ci.appveyor.com/api/projects/status/github/waternumbers/FKF?branch=master&svg=true)](https://ci.appveyor.com/project/waternumbers/FKF)

<!-- badges: end -->

The Fast Kalman Fileter Toolbox for R allows the implimentation of
multivariate time series filtering with external time varying inputs using the
linear Kalman fileter in R.

The canonical link to the package on CRAN which includes examples and
documentation is [https://CRAN.R-project.org/package=FKF](https://CRAN.R-project.org/package=FKF).

Development can be tracked via the [github repository](https://github.com/waternumbers/FKF) 
which contains source code for the package starting with version 0.1.5.

The latest developmental release can be installed with 

```
devtools::install_github("waternumbers/FKF")
```

Prebuild packages (usually the latest development
version) are available from the [r-universe](https://waternumbers.r-universe.dev/#package:FKF).

