[R] Kalman Filter

Giovanni Petris gpetris at uark.edu
Wed May 26 22:04:39 CEST 2010

To find out what tools are available in R, you can check out the Time
Series task view on CRAN:


My personal preference is for package dlm, but here I am probably

[discaimer: the following is a sponsored link]

For more information on DLMs in R:



On Tue, 2010-05-25 at 15:23 -0300, Greigiano Jose Alves wrote:
> Hello
> My name is greigiano am student of Applied Economics, Department of Rural
> Economy.
> I am working on an article forecasting, which use the dynamic linear model,
> a model state space. I am wondering all the commands in R, to represent the
> linear dynamic model and Kalman filter.
> I am available for any questions.

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)

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