[R] KalmanForecast (stats)

Giovanni Petris gpetris at uark.edu
Tue Jul 2 04:24:03 CEST 2013


Correction: The function KalmanForecast does exist in package stats.

The references that I gave in my other reply are still valid, though. It is my impression that Kalman filtering facilities in stats are not meant to be used directly by the end user of R, but their main purpose is to serve as workhorses for other model fitting and forecasting functions (e.g., StructTS). 


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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