On Thu, 2006-10-12 at 10:57 -0400, Leeds, Mark (IED) wrote:
> you shouldn't need it. Kalmanlike() ( spelling ) I think is in the base
> package and there is atleast
> One constributed package and probably many others that do kalman
> filtering but I can't recall the names of them.
>
> Check out the list of packages at www.r-project.org.
>
Mark, That pre-supposes that Malini just wants to perform kalman
filtering, and not look at the inner workings of the implementation in
R. KalmanLike is in package stats distributed with base R, but it is
defined as:
> KalmanLike
function (y, mod, nit = 0, fast = TRUE)
{
x <- .Call("KalmanLike", y, mod$Z, mod$a, mod$P, mod$T, mod$V,
mod$h, mod$Pn, as.integer(nit), FALSE, fast = fast, PACKAGE = "stats")
names(x) <- c("ssq", "sumlog")
s2 <- x[1]/length(y)
list(Lik = 0.5 * (log(x[1]/length(y)) + x[2]/length(y)),
s2 = s2)
}
<environment: namespace:stats>
So, not much use in reading the R code as this just calls compiled code.
If Malini really does want to look at the C code for KalmanLike then Uwe
Ligges recently posted a preview of an article he is writing for R News,
which explains how to access various parts of R's source code. The
preview is still available from:
http://www.statistik.uni-dortmund.de/~ligges/R_Help_Desk_preview.pdf
The information contained in the article should allow Malini to find the
C for KalmanLike.
HTH,
G
>
>
> -----Original Message-----
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Malini
> Subramanian
> Sent: Thursday, October 12, 2006 9:56 AM
> To: [email protected]
> Subject: Re: [R] C code for KalmnaLike
>
> hi,
> i am looking for c code of kalman filtering please can you help
> me...thankyou bye...
>
>
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