Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Mar 8 06:45:57 CET 2012
On 08/03/2012 02:07, Hasan Diwan wrote:
> I have a bunch of clean timeseries data obtained from a sensor and I'd
> like to apply a Kalman Filter to it to smoothe it out. Through a few
> days of Googling, reading papers, implementing such a filter in
> various languages, I finally realised that it may be built into R. So
> I did a "??kalman" at the R prompt and found that it is indeed there.
> However, the help page is a tad bare, which is probably why it doesn't
> show up in my days of searching. Someone wrote the code, someone
> clearly made use of it at some point. If that someone is on this list,
> would said person please post sample code? Many thanks!
That person is, but he will not post it. The 'sample code' is
tsSmooth(), which *is* in the 'See Also' for the help page.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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