[R] Kalman Filter

Liaw, Andy andy_liaw at merck.com
Tue Nov 19 16:28:27 CET 2002


help.search("Kalman") says to look at help(KalmanLike, package=ts).

Andy

-----Original Message-----
From: Mohamed A. Kerasha [mailto:mohamed at engr.uconn.edu]
Sent: Tuesday, November 19, 2002 9:27 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Kalman Filter


Hi all,

Does any one know if there is Kalman Filter code or library in R.

Thanks,

Mohamed.

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