[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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