To cite package ‘FKF.SP’ in publications use:

  Aspinall T, Gepp A, Harris G, Kelly S, Southam C, Vanstone B (2026).
  _FKF.SP: Fast Kalman Filtering Through Sequential Processing_. R
  package version 0.3.4, <https://github.com/tomaspinall/fkf.sp>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {FKF.SP: Fast Kalman Filtering Through Sequential Processing},
    author = {Thomas Aspinall and Adrian Gepp and Geoff Harris and Simone Kelly and Colette Southam and Bruce Vanstone},
    year = {2026},
    note = {R package version 0.3.4},
    url = {https://github.com/tomaspinall/fkf.sp},
  }