Greigiano Jose Alves <alves...@gmail.com> writes: > I am working on an article forecasting, which use the dynamic linear model, > a model state space. I am wondering all the commands in R, to represent the > linear dynamic model and Kalman filter. > I am available for any questions.
There are a few libraries out there, available on CRAN: - dlm - dse - sspir I tend to use dlm, myself. Best of luck, Johann ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
