Re: [R] Kalman filter for a time series

Jul 30, 2017, at 5:10 AM, Spencer Graves effectivedefense.org> wrote: > > > > > > > > On 2017-07-29 11:26 PM, Staff wrote: > >> I found an example at > >> http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html > > > > That example

Re: [R] Kalman filter for a time series

ts, much like in LM. Look > at; > > ?SSModel > > -Roy > > > On Jul 29, 2017, at 9:26 PM, Staff wrote: > > > > I found an example at > > http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html shown > > below. But it seems the structSSM function

[R] Kalman filter for a time series

I found an example at http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html shown below. But it seems the structSSM function has been removed from KFAS library so it won't run. Does anyone know how to fix the code so that it runs? library(KFAS) library(tseries) library(timeSeries)