[R-SIG-Finance] KALMAN

Research risk2009 at ath.forthnet.gr
Wed Jul 21 12:29:16 CEST 2010


Hello,

I am looking for some very simple, step by step, hands on 
application/examples/notes etc. on setting up a multivariate time series 
Kalman filter model in R.

Any help/pointers much appreciated.

Best regards,
Costas



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