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

Aspinall T, Gepp A, Harris G, Kelly S, Southam C, Vanstone B (2025). FKF.SP: Fast Kalman Filtering Through Sequential Processing. R package version 0.3.4, https://github.com/tomaspinall/fkf.sp.

Corresponding BibTeX entry:

  @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 = {2025},
    note = {R package version 0.3.4},
    url = {https://github.com/tomaspinall/fkf.sp},
  }