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

[Gabor Grothendieck]

Dirk writes:
>A third option would be a wiki. Detlef Steuer once set one up and >announced
>it on r-help, but somehow it didn't get adopted. Wikis may have lower
>barriers to entry, which can be an advantage. In an ideal world, the
>community would edit the wiki to purge truly useless code.

I just checked and its still at:

   http://fawn.unibw-hamburg.de/cgi-bin/Rwiki.pl?RwikiHome

Anyone could add content to it with almost no work at all.  Someone
could easily set up an R-sig-finance subpage on it too.