[R] kalman filter random walk

Hi, I'm trying to use the kalman filter to estimate the variable drift of a random walk, given that I have a vector of time series data. Anyone have any thoughts on how to do this in R? Thanks, Alex [[alternative HTML version deleted]] __ R-h

[R] standard errors of regression coefficients

Hi, If I have two vectors x and y and I do lm(y~x) and now I want to define variables that are the standard errors of the slope and intercept, how do I do that? Thanks, Alex [[alternative HTML version deleted]] __ R-help@r-project.org mailing