imizer. The resulting object contains the maximum likelihood parameter and state estimates, and associated marginal uncertainties. The available inference methods are the Linear and Extended Kalman filters in addition to filtration (actually smoothing) using a Laplace approximation approach. <!-- The user can extract the likelihood function handles (function, gradient and hessian) with the `likelihood` method if e.g. they want to use another optimizer. --></p>
<p>The package facilities forecasting through t