# Kim Filter

## Documentation for package ‘kimfilter’ version 1.0.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

contains | Check if list contains a name
gen_inv | Generalized matrix inverse
kim_filter | Kim Filter
Rginv | R's implementation of the Moore-Penrose pseudo matrix inverse
self_rbind | Matrix self rowbind
ss_prob | Finds the steady state probabilities from a transition matrix mat = |p_11 p_21 ... p_m1| |p_12 p_22 ... p_m2| |... ...| |p_1m p_2m ... p_mm| where the columns sum to 1
sw_dcf | Stock and Watson Markov Switching Dynamic Common Factor Data Set