Please, I am using the astsa package for Kalman filter. In my modelling the state equation has a drift which is time-varying. Does anyone know whether there is any limitation of this package in this situation?
Fernando Thanks in advance. -- View this message in context: http://r.789695.n4.nabble.com/Kalman-filter-astsa-package-tp4676770.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] 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.
