Hello,I am looking for some very simple, step by step, hands on application/examples/notes etc. on setting up a multivariate time series Kalman filter model in R.
Any help/pointers much appreciated. Best regards, Costas ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.