Hello everyone,
I am an applied statistics post-graduate student and am doing my
dissertation on kalman filters and its application on financial models. I
have read quite a lot papers on kalman filters and I am able to understand
their methodology. But I am unable to work my way through to build a basic
Kalman model in R. Can someone help me with this please. Any and all help
really appreciated. Thanks.
Kind Regards,
M
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