
try >help.search("state space") you will get pointer where you want to go


cm.state(CreditMetrics)                   Computation of state space
dlmLL(dlm)                                Log likelihood evaluation for a 
state space model
SS(dse1)                                  State Space Models
balanceMittnik(dse1)                      Balance a state space model
estSSMittnik(dse1)                        Estimate a State Space Model
estSSfromVARX(dse1)                       Estimate a state space TSmodel 
using VAR estimation
l.SS(dse1)                                Evaluate a state space TSmodel
nstates(dse1)                             State Dimension of a State Space 
Model
toSS(dse1)                                Convert to State Space Model
toSSChol(dse1)                            Convert to Non-Innovation State 
Space Model
toSSinnov(dse1)                           Convert to State Space 
Innovations Model
generateSSmodel(dse2)                     Randomly generate a state space 
model
ets(forecast)                             Exponential smoothing state 
space model
SS(sspir)                                 Representation of Gaussian State 
Space Model
kfilter(sspir)                            Kalman filter for Gaussian state 
space model
recursion(sspir)                          Simulate from a Gaussian state 
space model
smoother(sspir)                           Kalman smoother for Gaussian 
state space model
ssm(sspir)                                Define state-space model in a 
glm-style call.
sspir(sspir)                              State Space Models in R


and 
> RSiteSearch("state space")
http://search.r-project.org/cgi-bin/namazu.cgi?query=state+space&max=20&result=normal&sort=score&idxname=Rhelp02a&idxname=functions&idxname=docs


post your code of S Plus, i feel there are many who can help you in this 
regards

HTH




"Bernardo Ribeiro" <ribeirob@gmail.com> 
Sent by: r-help-bounces@stat.math.ethz.ch
08/14/2007 06:57 AM

To
r-help@stat.math.ethz.ch
cc

Subject
[R] State Space Modelling






Hey all,

I am trying to work under a State Space form, but I didn't get the help
exactly.
Have anyone eles used this functions?

I was used to work with S-PLUS, but I have some codes I need to adpt.

Thanks alot,

Bernardo

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