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! -- Sent from my mobile device Envoyait de mon portable
______________________________________________ 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.
