[R] State Space models in R

[Gabor Grothendieck]

You might try:

RSiteSearch("state space")

and try the search engine at rseek.org

On Fri, Sep 11, 2009 at 11:04 AM, Giovanni Petris <GPetris at uark.edu> wrote:
>
> 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/
>
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