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A general description is here.
‘KalmanForecast(fast = FALSE)’ is now the default, and the help contains an example of how ‘fast = TRUE’ can be used in this version. (The usage will change in 3.1.0.)
‘KalmanForecast(fast = FALSE)’ reported a (harmless) stack imbalance.
The count of observations used by ‘KalmanRun()’ did not take missing values into account.