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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "FKF.SP" in publications use:'
type: software
license: GPL-3.0-only
title: 'FKF.SP: Fast Kalman Filtering Through Sequential Processing'
version: 0.3.4
abstract: Fast and flexible Kalman filtering and smoothing implementation utilizing
  sequential processing, designed for efficient parameter estimation through maximum
  likelihood estimation. Sequential processing is a univariate treatment of a multivariate
  series of observations and can benefit from computational efficiency over traditional
  Kalman filtering when independence is assumed in the variance of the disturbances
  of the measurement equation. Sequential processing is described in the textbook
  of Durbin and Koopman (2001, ISBN:978-0-19-964117-8). 'FKF.SP' was built upon the
  existing 'FKF' package and is, in general, a faster Kalman filter/smoother.
authors:
- family-names: Aspinall
  given-names: Thomas
  email: tomaspinall2512@gmail.com
  orcid: https://orcid.org/0000-0002-6968-1989
- family-names: Gepp
  given-names: Adrian
  email: adgepp@bond.edu.au
  orcid: https://orcid.org/0000-0003-1666-5501
- family-names: Harris
  given-names: Geoff
  email: gharris@bond.edu.au
  orcid: https://orcid.org/0000-0003-4284-8619
- family-names: Kelly
  given-names: Simone
  email: skelly@bond.edu.au
  orcid: https://orcid.org/0000-0002-6528-8557
- family-names: Southam
  given-names: Colette
  email: csoutham@bond.edu.au
  orcid: https://orcid.org/0000-0001-7263-2347
- family-names: Vanstone
  given-names: Bruce
  email: bvanston@bond.edu.au
  orcid: https://orcid.org/0000-0002-3977-2468
repository: https://cranhaven.r-universe.dev
repository-code: https://github.com/TomAspinall/FKF.SP
commit: 04d9804bcae6d44d3b2178d19afb0a8291ef6f51
url: https://github.com/TomAspinall/FKF.SP
date-released: '2026-06-15'
contact:
- family-names: Aspinall
  given-names: Thomas
  email: tomaspinall2512@gmail.com
  orcid: https://orcid.org/0000-0002-6968-1989