[R] Impute time-series data, perhaps with a Kalman filter - do you know of any R code?

[John Sorkin]

Does anyone have code that uses a Kalman filter to impute time-series data? If not, do you know of any software that can be used to impute time-series data?
Thank you,
John
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing) 

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