[R] Kalman Filter
jhibschman+usenet at gmail.com
Wed May 26 15:09:37 CEST 2010
Greigiano Jose Alves <alvesufv at gmail.com> writes:
> I am working on an article forecasting, which use the dynamic linear model,
> a model state space. I am wondering all the commands in R, to represent the
> linear dynamic model and Kalman filter.
> I am available for any questions.
There are a few libraries out there, available on CRAN:
I tend to use dlm, myself.
Best of luck,
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