Re: [R] Simple For Loop Help

Hi Arun, This seems to do what you are looking for: Y <- matrix(rnorm(12), 4, 3) Y [,1] [,2][,3] [1,] -1.0457177 0.7756343 -0.06063478 [2,] -0.8962113 1.5573704 -0.50137832 [3,] 1.2693872 -0.3654018 0.92606273 [4,] 0.5938409 0.8165564 0.03693769 X <- apply(Y,

Re: [R] kalman filter

Hi, There are a few packages that I would suggest to run Kalman filter. Take a look at dlm and KFAS. If you need more help you should be more precise in formulating your problem, providing a small example, as required by the posting guide. Best, Giovanni Petris Quoting Garten Stuhl :