[R-sig-dyn-mod] Kalman Filter
Thomas Petzoldt
Thomas.Petzoldt at TU-Dresden.de
Mon Nov 15 21:22:42 CET 2010
Hi Thomas,
your question was not very specific and did not contain a "minimal
reproducible example". Anyway, you may find some information about
Kalman filtering in R in the book of Shumway and Stoffer: "Time Series
Analysis and Its Applications: With R Examples", most likely in chapter 6:
http://www.stat.pitt.edu/stoffer/tsa2/chap6.htm
Thomas P.
More information about the R-sig-dynamic-models
mailing list