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README.Rmd

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and the corresponding paper
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[State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering](http://econ.au.dk/fileadmin/site_files/filer_oekonomi/Working_Papers/CREATES/2018/rp18_30_2.pdf)
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[Yang, Y.; Bauwens, L. State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering. *Econometrics* **2018**, 6, 48.](https://www.mdpi.com/2225-1146/6/4/48)
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## How to install
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README.md

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and the corresponding paper
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[State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering](http://econ.au.dk/fileadmin/site_files/filer_oekonomi/Working_Papers/CREATES/2018/rp18_30_2.pdf)
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[Yang, Y.; Bauwens, L. State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering. *Econometrics* **2018**, 6, 48.](https://www.mdpi.com/2225-1146/6/4/48)
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How to install
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