[R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?

[Dirk Eddelbuettel]

PS  S-Plus Finmetrics is of course also a candidate, and if anybody here has
feedback or comments on it, I'd love to hear those too.

Thanks, Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx