[R] State Space models in R

[Giovanni Petris]

Hello everybody,

I am writing a review paper about State Space models in R, and I would
like to cover as many packages as I reasonably can. 

So far I am familiar with the following tools to deal with SS models:

* StructTS, Kalman* (in stats)
* packages dse[1-2] 
* package sspir
* package dlm

I would like to have some input from users who work with SS models:
are there any other packages for SS models that I am missing?, which
package do you use and why?, what do you think are advantages/
disadvantages of the package you use?

Of course I do have my own preferences (biased, of course) and
opinions about the different packages, but I would also like to
summarize in my paper the feedback I get from the R community.

Thank you in advance.

Best,
Giovanni Petris

-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/