Performs Kalman filtering and evaluates the likelihood function for
the state-space model.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public void Filter() |
| Visual Basic (Declaration) |
|---|
Public Sub Filter |
| Visual C++ |
|---|
public: void Filter() |
