[Rd] StructTS

[David Stoffer]

Hey Roy ... it's been awhile.  We have an example of structural
equation modeling in our text in section 6.5. There's also an example
and the R code for the example is here:
http://www.stat.pitt.edu/stoffer/tsa2/chap6.htm
Scroll down to "Code to do Example 6.10 via BFGS"

The scripts are written from scratch so it's easy to see what's
go on (I hope) and you can alter the code to suit your needs.
Feel free to email me if you want to discuss the problem.



Roy Mendelssohn wrote:
> 
> I apologize in advance if I picked the wrong list to post this to.  I  
> have made an effort to find the answers to these questions on CRAN,  
> but if they are there, I couldn't find them, and I was going to email  
> the developer of StructTS directly but could not find who that is.
> 
> I have 2 interrelated questions about StructTS
> 
> 1.  Where can I obtain the source code for StructTS if I wanted to  
> produce a similar function with an extended capability?
> 
> 2.  Would the person who developed StructTS have any interest in  
> adding the ability to include an AR term and/or a stochastic cycle?
> 
> Thanks in advance,
> 
> -Roy M.
> 
> 
> 
> **********************
> "The contents of this message do not reflect any position of the U.S.  
> Government or NOAA."
> **********************
> Roy Mendelssohn
> Supervisory Operations Research Analyst
> NOAA/NMFS
> Environmental Research Division	
> Southwest Fisheries Science Center
> 1352 Lighthouse Avenue
> Pacific Grove, CA 93950-2097
> 
> e-mail: Roy.Mendelssohn at noaa.gov (Note new e-mail address)
> voice: (831)-648-9029
> fax: (831)-648-8440
> www: http://www.pfeg.noaa.gov/
> 
> "Old age and treachery will overcome youth and skill."
> 
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> 
> 


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