I'm not where I can look at your work but I am certainly interested. Thanks in advance.
Cheers, Mark On Sep 27, 2015 5:44 PM, "Paul Teetor via R-SIG-Finance" < [email protected]> wrote: > All: > I really like the power and flexibility of state-space models for time > series analysis, and R has several excellent state-space packages. > Unfortunately, I can never remember all the little details necessary to use > the packages. So I put together a collection of recipes, simply for my own > benefit. Now I'm wondering if others would find them useful, too. > The recipes are available on my website. > http://www.quantdevel.com/public/StateSpaceModels/ > The R code is available on github. > https://github.com/pteetor/StateSpaceModels > The recipes are for basic models only. If there's enough interest, I can > expand the material to include more sophisticated models. The documentation > is not tutorial in nature but does have pointers to useful tutorials. > Thanks in advance for any feedback. I'm at [email protected]. > Paul > Paul Teetor, Elgin, IL USAhttp://quantdevel.com/public > [[alternative HTML version deleted]] > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
