[R] State observation in predict.arima

[shao ran]

Hi *,

Firstly, thank you so much for your time to read my email.

In R, without compiling source code, is it possible to observe internal 
state in Kalman Filter when predict.arima method is used for time series 
prediction? i.e. given a time series, given an ARIMA model, how to observe 
the state variable in R? (like a step by step debugging in c++).


If compiling is a must, which tool is used usually to compile R source code 
on windows?

Thanks 
 
will