Kalman filter estimation

• filter — Kalman filter
• filter_like — Kalman filter log-likelihood
• kalman — Kalman filter estimation
• smoothing — Kalman smoother
• tvp — Time varying parameters estimation
• tvp_param1 — transformation of tvp parameters into kalman compatible ones
• tvp_param1a — transformation of tvp parameters into kalman compatible ones
• tvp_param1ad — transformation of tvp parameters into kalman compatible ones
• tvp_param1d — transformation of tvp parameters into kalman compatible ones
• tvp_param2 — transformation of tvp parameters into kalman compatible ones
• tvp_param2a — transformation of tvp parameters into kalman compatible ones
• tvp_param2ad — transformation of tvp parameters into kalman compatible ones