try >help.search("state space") you will get pointer where you want to go
cm.state(CreditMetrics) Computation of state space
dlmLL(dlm) Log likelihood evaluation for a
state space model
SS(dse1) State Space Models
balanceMittnik(dse1) Balance a state space model
estSSMittnik(dse1) Estimate a State Space Model
estSSfromVARX(dse1) Estimate a state space TSmodel
using VAR estimation
l.SS(dse1) Evaluate a state space TSmodel
nstates(dse1) State Dimension of a State Space
Model
toSS(dse1) Convert to State Space Model
toSSChol(dse1) Convert to Non-Innovation State
Space Model
toSSinnov(dse1) Convert to State Space
Innovations Model
generateSSmodel(dse2) Randomly generate a state space
model
ets(forecast) Exponential smoothing state
space model
SS(sspir) Representation of Gaussian State
Space Model
kfilter(sspir) Kalman filter for Gaussian state
space model
recursion(sspir) Simulate from a Gaussian state
space model
smoother(sspir) Kalman smoother for Gaussian
state space model
ssm(sspir) Define state-space model in a
glm-style call.
sspir(sspir) State Space Models in R
and
> RSiteSearch("state space")
http://search.r-project.org/cgi-bin/namazu.cgi?query=state+space&max=20&result=normal&sort=score&idxname=Rhelp02a&idxname=functions&idxname=docs
post your code of S Plus, i feel there are many who can help you in this
regards
HTH
"Bernardo Ribeiro" <[EMAIL PROTECTED]>
Sent by: [EMAIL PROTECTED]
08/14/2007 06:57 AM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] State Space Modelling
Hey all,
I am trying to work under a State Space form, but I didn't get the help
exactly.
Have anyone eles used this functions?
I was used to work with S-PLUS, but I have some codes I need to adpt.
Thanks alot,
Bernardo
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