[R] Re: (no subject)

[Jeff Newmiller]

On Mon, 6 Dec 2004, Vito Ricci wrote:

> Hi,
> 
> see:
> 
> http://agec221.agecon.uiuc.edu/csiss/Rgeo/
> 
> for R-Spatial Models, are there many packages for
> spatial data analysis.

"State space" has nothing to do with "spatial"... the "space" term comes
from linear algebra, and has to do with how the innards of a black box can
be described by vectors representing its "state".

I am new to R, so can't really address the original question in this
context, but can suggest that Scilab and Octave are two free tools with
which Kalman filtering analyses are commonly applied.

FWIW, Google did suggest
https://stat.ethz.ch/pipermail/r-sig-finance/2004q3/000070.html and linked
messages, which suggests that library(stats) is the place to look [as in
help.search("kalman")]

> Regards
> Vito
> 
> you wrote:
> 
> I need information about space state models in
> structural model and kalman filtering. I have a
> univariate time serie and i nedd aplicate space state
> model
>  
> Thank's
> 
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