[R] KalmanForecast (stats)

Giovanni Petris gpetris at uark.edu
Tue Jul 2 04:11:02 CEST 2013


There is no function "KalmanForecast" in package stats, so I am not quite sure about what you are talking about. That said, it may help a review paper that I wrote a couple of years ago about the different packages available in R for state space modeling (Petris & Petrone, State space models in R, Journal of Statistical Software 41, 2011). Another good review paper is Tusell, Kalman filtering in R, JSS 39, 2011.

Hope this helps you to get started.


From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] on behalf of Csima Gabriella [csima.g at met.hu]
Sent: Friday, June 28, 2013 6:27 AM
To: r-help at r-project.org
Subject: [R] KalmanForecast (stats)

Dear List members,

I would like to use the Kalman-filter program for forecasting - namely for postprocessing numerical model results of 2m temperature. I have looked through the help of the Kalman-filtering programs, mainly the KalmanForecast and I have read about the newer packages like KFAS as well.

I always uderstand and use new R programs that first I try out the example(s), it makes me a base for my new program. My problem is that there is no any example (with data that I can run immediately), and I do not understand, or cannot imagine how - e.g. the "mod" - have to be as the input of the program.

Could you send me a simple example of KalmanForecast (with input data) that I can run and can see how it works exactly?


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