[R] "State Space" + "Kalman Filter "
nserdar
snes1982 at hotmail.com
Thu Oct 18 20:42:51 CEST 2012
I know these package but I plan to analyse financial multi factorial data
set, and also estimate diffuse initial values for these
models.
I generated my own code, but I had problem with optim() package problem. I
need some constraints and I do not apply it
in my code.
Do you have any suggestion about these problem?
Regards,
Ser
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