#kalmanfilter 2.0
Minor changes
- Updated Rcpp code to handle deprecation of << assignment
operator
Major changes
- Updated Rcpp code to handle NULL values for the exogenous and weight
matrices
- Updated Rcpp code to handle cases without exogenous coefficient
matrices in the state space model
- Removed R wrapper functions
- Added Stock and Watson dynamic common factor model example to the
vignette
kalmanfilter 1.0
Bug fixes
Major changes