Try DLM package :
dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models
M.O
On Mon, 2016-01-11 at 13:07 +0100, Franklin Bretschneider wrote:
> Dear NECMETTİN ALPAY KOÇAK,
>
> Re:
>
> > Dear All,
> > I am Ph.D. student in Econometrics. My thesis is about "Linear Filtering on
> > a Ti
Dear NECMETTİN ALPAY KOÇAK,
Re:
> Dear All,
> I am Ph.D. student in Econometrics. My thesis is about "Linear Filtering on a
> Time Series" which R has already a nice package, namely "Filter". This
> package is really helpful for my study. But, I really help from you to create
> two filter usi
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