[R] state-space models and kalman filter

Michael Roberts mroberts at ers.usda.gov
Wed Nov 8 22:13:29 CET 2000

Hello again,

A different but related question to my last one:

Does anyone know if one can easily estimate state-space models
using ML and the kalman filter using R?  I would be especially 
interested in a relatively flexible function that would allow for
of hyperparameters, or could be made to do so.


Michael J. Roberts
Resource Economics Division, PMT
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list