Changes in version 0.3.4 (2025-04-17) Hotfix - correctly coercing variable d_t from an array of double to an array of int within fkfs_sp.c Warnings - wrapping definitions in utils.h with #ifndef for additional compatibility Hotfix - removing rprintf statement that snuck into production, deployed compiled code (oops) Changes in version 0.3.3 (2024-10-30) Upgraded compiled C functions to be compatible with R 4.4.1. Split C functions into separate files to make them more readable. Changes in version 0.3.2 Added 'mathjaxr' to the NAMESPACE, updated Roxygen Changes in version 0.3.1 (2022-10-10) Minor bug fixes to the "init.c" and "fkf_SP" files, as per the "additional issues" guidelines of CRAN. The compiled C code: "fkfs_SP" has been added, which combines Kalman filtering and smoothing into a singular function. The "smoothing" logical argument has been added to the 'fkf.SP' function. Minor documentation changes to reflect the additional argument. Changes in version 0.3.0 (2022-10-05) More outputs are now returned from the 'fkf.SP' function when 'verbose' is set to true. These are 'yt', 'Tt', 'Zt', 'Ftinv', 'vt', 'Kt' The 'fks.SP' function has been added, which is a Kalman smoothing implementation written in compiled C code and using the solution described in the textbook of Durbin and Koopman (2001): "Time Series Analysis by State Space Methods". The vignette of the package has been updated with an example of Kalman smoothing. Changes in version 0.2.0 (2022-03-21) The 'fkf.SP' function now includes the 'verbose' argument, allowing for filtered values to be returned as a list object. The default setting for the 'verbose' argument is FALSE, resulting in no changes to existing applications of this function. Changes in version 0.1.3 (2021-11-12) - USE_FC_LEN_T now adopted, consistent with its upcoming obligatory usage Changes in version 0.1.2 (2021-05-04) - Minor name changes to the vignette - Deprecated data from the 'NFCP' package used in vignette has been updated Changes in version 0.1.1 (2021-01-29) - Minor fixes in error reporting of 'fkf.SP'. - Example 4 of the vignette added - Now suggests the 'NFCP' package for example 4 - Minor documentation edits - 'fkf.SP' no longer returns a 'warning' when NA's are returned Changes in version 0.1.0 (2020-12-18) - Release of FKF.SP