[R-SIG-Finance] Kalman filter (astsa package)

[fernando]

Please,
I am using the astsa package for Kalman filter.
In my modelling the state equation has a drift which is time-varying.
Does anyone know whether there is any limitation of this package in this
situation?

Fernando
Thanks in advance.



--
View this message in context: http://r.789695.n4.nabble.com/Kalman-filter-astsa-package-tp4676770.html
Sent from the Rmetrics mailing list archive at Nabble.com.