Ian - you might try searching for "dynamic linear model" as well. I know of one written in J but it's proprietary. I've been meaning to re-write my APL paper - an introduction to dynamic linear models (at http://sigapl.org/Articles/) - in J but haven't gotten around to it
Regards, Devon On Thu, Jun 21, 2012 at 8:34 AM, Ian Clark <earthspo...@gmail.com> wrote: > Thanks, Bo and Ric. Yes, I'd tried searching jwiki on "Kalman" and > Pieter's page was the only instance. -- Devon McCormick, CFA ^me^ at acm. org is my preferred e-mail ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
