[R] state-space models and kalman filter
james.lindsey at luc.ac.be
Thu Nov 9 12:49:47 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.
I have ported Richard Jones' CARMA to R. It uses state space
modelling. It is in my growth library
> Michael J. Roberts
> Resource Economics Division, PMT
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