Re: [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 <gartenstu...@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

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