[R] state-space models and kalman filter
mroberts at ers.usda.gov
Wed Nov 8 22:13:29 CET 2000
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
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