/blob/HEAD/R/my_RcppExports.R" class="external-link"><code>R/my_RcppExports.R</code></a></small>
    <div class="hidden name"><code>SKF.Rd</code></div>
    </div>

    <div class="ref-description">
    <p>A simple and fast C++ implementation of the Kalman Filter for stationary data with time-invariant system matrices and missing data.</p>
    </div>

    <div id="ref-usage">
    <div class="sourceCode"><pre class="sourceCode r"><code><span class="fu">SKF</span><span class="op">(</span><span class="va">X</sp