aboutsummaryrefslogtreecommitdiff
path: root/math/R-cran-KFAS
Commit message (Collapse)AuthorAgeFilesLines
* update math/R to 2.15.3, and adjust dependent portsBrendan Fabeny2013-03-071-1/+1
| | | | Notes: svn path=/head/; revision=313562
* update the R base ports to 2.15.2 and adjust dependent portsBrendan Fabeny2013-01-041-5/+2
| | | | | | | Reviewed by: thierry, tota, wen Notes: svn path=/head/; revision=309935
* - Update to 0.9.11TAKATSU Tomonari2012-07-102-3/+3
| | | | Notes: svn path=/head/; revision=300720
* - Update to 0.9.9TAKATSU Tomonari2012-07-072-4/+3
| | | | Notes: svn path=/head/; revision=300584
* update math/R to 2.15.1, switch to the new options format, andBrendan Fabeny2012-06-261-1/+1
| | | | | | | adjust dependent ports Notes: svn path=/head/; revision=300051
* - update math/R-cran-psych to 1.2.1 [1]Brendan Fabeny2012-05-041-1/+1
| | | | | | | | | | | | | | | - update math/R to 2.15.0, and adjust dependent ports - minor changes to bsd.cran.mk [2]: rename MASTER_CRAN_SITES to MASTER_SITE_CRAN, as in bsd.sites.mk; make the install target more flexible and allow CRAN ports to override it; add a regression-test target; set USE_FORTRAN to match math/R; remove some of the redundant checks of USE_R_MOD; honor NOPORTDATA and NOPORTDOCS Reviewed by: thierry, tota, wen Approved by: D. Rue (maintainer) [1], wen [2] Notes: svn path=/head/; revision=296023
* update math/R to 2.14.2, and adjust dependent portsBrendan Fabeny2012-03-031-0/+1
| | | | Notes: svn path=/head/; revision=292607
* - Add a new port: math/R-cran-KFASTAKATSU Tomonari2012-02-113-0/+36
Package KFAS provides funchtions for Kalman filtering, state, disturbance and simulation smoothing, forecasting and simulation of state space models. All functions can use exact diffuse initialisation when distributions of some or all elements of initial state vector are unknown. Filtering, state smoothing and simulation functions use sequential processing algorithm, which is faster than standard approach, and it also allows singularity of prediction error variance matrix. KFAS also contains function for computing the likelihood of exponential family state space models and function for state smoothing of exponential family state space models. WWW: http://cran.r-project.org/web/packages/KFAS/ Notes: svn path=/head/; revision=290923