R has four "Kalman" functions -- type apropos("Kalman") to see them --
then you can get info about any of them in particular by typing ?
funcname or running example(funcname) to see worked examples.Beyond the scope of your question, you also might be interested in this: http://cran.r-project.org/web/packages/schwartz97/index.html Best, Michael On Sat, May 19, 2012 at 9:57 AM, mala10af <mala1...@student.cbs.dk> wrote: > Hi all, > > I am a student and I ma writing my master thesis about oil and gasoline > options. In my master thesis I would like to estimate some parameter of the > oil market. I base my pricing models according to Schwartz (1997). In order > to get those data a I need to run a Kalman filter algorith with mximisation > of the likelihodd. I am not that familiar with R. Can any of you suggestment > a basic code to run the kalman filter´, so I can use it as a starting point > to build up more complex one? Does any of you can suggest me a good book > about R? > > Thank you for your help. > > Teo > > -- > View this message in context: > http://r.789695.n4.nabble.com/Implementing-a-Kalman-filter-in-R-tp4630597.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. ______________________________________________ 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.
