[R] kalman filter

[gpetris]

Hi,

There are a few packages that I would suggest to run Kalman filter.  
Take a look at dlm and KFAS. If you need more help you should be more  
precise in formulating your problem, providing a small example, as  
required by the posting guide.

Best,
Giovanni Petris

Quoting Garten Stuhl <gartenstuhl2 at googlemail.com>:

> Hello,
>
>
>
> I would like use Kalman filter for estimating parameters of a stochastic
> model. I have developed the state space model but I don’t know the correct
> way use Kalman filter for parameter estimation. Has anybody experience in
> work with Kalman filter in R.
>
>
>
> I don’t know the correct function. Maybe it is
>
>
>
> -          KalmanLike; but what is the correct Input?
>
> -          tsmooth?
>
> -          kfilter?
>
>
>
> Thanks for helping.
>
>
>
> I have ask the same question in the help list “sig-dynamic-models”
>
>
>
> Best,
>
> Thomas
>
> 	[[alternative HTML version deleted]]
>
>