Quoting Spencer Graves <[EMAIL PROTECTED]>: > 1. Have you read the appropriate chapter in Venables and Ripley > (2002) Modern Applied Statists with S (Springer)? If no, I suggest you > start there. > > 2. Have you worked through the vignettes associated with the "zoo" > package? If no, you might find that quite useful. [Are you aware that > edit(vignette(...)) will provide a script file with the R code discussed > in the vignette, which can be viewed in Adobe Acrobat while you are > working throught the examples line by line, modifying them, etc.? I've > found this to be very useful. If you use XEmacs, "edit(vignette(...))" > may not work. Instead, try Stangle(vignette(...)$file). This will copy > the R code to a file in the working directory, which you can then open.] > > 3. Have you considered Durbin, J. and Koopman, S. J. (2001) _Time > Series Analysis by State Space Methods._ Oxford University Press? If > no, you might want to spend some time with that. > > I'm still looking for the right kind of introduction and overview to > what is available in R for time series analysis, especially with a > Bayesian approach to Kalman filtering and smoothing. Unfortunately, I > have yet to find the key I feel I need to get started, though I found > the vignettes with zoo to be quite helpful.
Thank you very much Spencer and all who responded. I think I have enough to get started with all this valuable information. -- Jean-Luc ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html