I suggest you to read the paper by Fernando Tusell from University of Basque Country, Kalman Filtering in R, JSS Vol. 39, Issue 2, Mar 2011
On 16 June 2014 11:21, Manuj Goel <mg...@st-andrews.ac.uk> wrote: > Hello everyone, > > I am an applied statistics post-graduate student and am doing my > dissertation on kalman filters and its application on financial models. I > have read quite a lot papers on kalman filters and I am able to understand > their methodology. But I am unable to work my way through to build a basic > Kalman model in R. Can someone help me with this please. Any and all help > really appreciated. Thanks. > > Kind Regards, > M > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
