Look at the package dlm, fkf, or sspir for various kalman filter implementations. I use dlm regularly and it's great.
On Wed, Mar 7, 2012 at 8:07 PM, Hasan Diwan <hasan.di...@gmail.com> wrote: > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
