[R] kalman filter random walk

[Roy Mendelssohn]

sspir or ldm.

-Roy M.


On Dec 5, 2007, at 10:05 AM, Alexander Moreno wrote:

> Hi,
>
> I'm trying to use the kalman filter to estimate the variable drift  
> of a
> random walk, given that I have a vector of time series data.   
> Anyone have
> any thoughts on how to do this in R?
>
> Thanks,
> Alex
>
> 	[[alternative HTML version deleted]]
>
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Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division	
Southwest Fisheries Science Center
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